Ordonnancement dynamique d'une machine flexible Formulation en processus de Bandits-manchots
2002
Résumé
We explore the scheduling rules and the hedging levels that can be obtained by using a Restless Bandit Problem formulation of a make-to-stock production. The underlying dynamics are markov chain in continuous lime and the associate reward are piecewise linear. We observe that, the use of priority indices to sub-optimally solve the Restless Bandit problem yields, on a particular example, results close to the optimal.
Détails
Titre
Ordonnancement dynamique d'une machine flexible Formulation en processus de Bandits-manchots
Auteur(s)
Dusonchet, F. ; Hongler, M. O.
Publié dans
Journal Européen des Systèmes Automatisés
Volume
36
Numéro
1
Pages
117-130
Date
2002
ISSN
12696935
Mots-clés (libres)
Note
Institut de Production Microtechnique (IPM), Département de Microtechnique EPFL, CH-1015 Lausanne Suisse, Switzerland
Export Date: 6 December 2012
Source: Scopus
Language of Original Document: French
Correspondence Address: Institut de Production Microtechnique (IPM), Département de Microtechnique EPFL, CH-1015 Lausanne Suisse, Switzerland
References: Dusonchet, F., Hongler, M.-O., «Continuous Time Restelss Bandits for Make-to-stock Productions » (2001) Preprint EPFL, , [DUS 00]; «Optimal dynamic scheduling policy for a make-to-stock production system » (1997) Operation Res., 45, pp. 42-54. , [HA 97]; Nino-Mora, J., «Restless Bandit, partial conservation law and index ability » (2001) Adv. Appl. Prob., 33 (1), pp. 76-98. , [NIN 99]; Nino-Mora, J., «On certain greedoid polyhedra, partially indexable scheduling problems, and extended restless Bandit allocation indices » (2000) Mathematical Programming, , [NIN 00] Submitted to; Papadimitriou, C.H., Tsrrsiklis, J.N., «The complexity of optimal queueing network control » (1999) Math. Operation Res., 24, pp. 293-305. , [PAP 94]; Pena, A., Zipkin, P., «Dynamic scheduling rules for a multiproduct make-to-stock queue » (1997) Operation Res., 15, pp. 919-930. , [PEN 97]; Veatch, M.H., Wein, L.M., «Scheduling a make-to-stock queue: Index policies and hedging points » (1996) Operation Res., 44, pp. 634-647. , [VEA 96]; De Vericourt, F., Karaesman, F., Dallery, Y., «Dynamic scheduling in a maketo-stock system: A partial Characterization of optimal policies » (2000) Opeation Res., 48 (5), pp. 811-819. , [VER99]; Whittle, P., (1982) Opimization over Time. Dynamic Programming and Stochastic Control, , [WHI 82] J. Wiley, New-York; Whittle, P., «Restless Bandit: Activity in a changing Word » (1988) J. Appl. Prob., 25 A, pp. 287-298. , [WHI 88]
Export Date: 6 December 2012
Source: Scopus
Language of Original Document: French
Correspondence Address: Institut de Production Microtechnique (IPM), Département de Microtechnique EPFL, CH-1015 Lausanne Suisse, Switzerland
References: Dusonchet, F., Hongler, M.-O., «Continuous Time Restelss Bandits for Make-to-stock Productions » (2001) Preprint EPFL, , [DUS 00]; «Optimal dynamic scheduling policy for a make-to-stock production system » (1997) Operation Res., 45, pp. 42-54. , [HA 97]; Nino-Mora, J., «Restless Bandit, partial conservation law and index ability » (2001) Adv. Appl. Prob., 33 (1), pp. 76-98. , [NIN 99]; Nino-Mora, J., «On certain greedoid polyhedra, partially indexable scheduling problems, and extended restless Bandit allocation indices » (2000) Mathematical Programming, , [NIN 00] Submitted to; Papadimitriou, C.H., Tsrrsiklis, J.N., «The complexity of optimal queueing network control » (1999) Math. Operation Res., 24, pp. 293-305. , [PAP 94]; Pena, A., Zipkin, P., «Dynamic scheduling rules for a multiproduct make-to-stock queue » (1997) Operation Res., 15, pp. 919-930. , [PEN 97]; Veatch, M.H., Wein, L.M., «Scheduling a make-to-stock queue: Index policies and hedging points » (1996) Operation Res., 44, pp. 634-647. , [VEA 96]; De Vericourt, F., Karaesman, F., Dallery, Y., «Dynamic scheduling in a maketo-stock system: A partial Characterization of optimal policies » (2000) Opeation Res., 48 (5), pp. 811-819. , [VER99]; Whittle, P., (1982) Opimization over Time. Dynamic Programming and Stochastic Control, , [WHI 82] J. Wiley, New-York; Whittle, P., «Restless Bandit: Activity in a changing Word » (1988) J. Appl. Prob., 25 A, pp. 287-298. , [WHI 88]
Autres identifiant(s)
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Laboratoires
LPM
Le document apparaît dans
Production scientifique et compétences > STI - Faculté des sciences et techniques de l'ingénieur > STI Archives > LPM - Laboratoire de production microtechnique
Publications validées par des pairs
Travail hors EPFL
Articles de journaux
Publié
Publications validées par des pairs
Travail hors EPFL
Articles de journaux
Publié
Date de création de la notice
2013-01-07