Dusonchet, F.Hongler, M. O.2013-01-072013-01-072013-01-072002https://infoscience.epfl.ch/handle/20.500.14299/87638We 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 a Markov chain in continuous time and the associated rewards are piecewise linear. We observe that, the use of priority indices to sub-optimally solve the restless bandit problem yields, for a particular example, results close to the optimalMarkov processesproduction controltext::journal::journal article::research article