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Application of the impulsive control of piecewisedeterministic processes to multi‐item single machinestochastic scheduling

A. Jean-Marie and Mabel Tidball ()

Annals of Operations Research, 1999, vol. 88, issue 0, 139-159

Abstract: In this work, we study the optimization of a production system comprising a multi‐itemsingle machine with piecewise deterministic demands. We present a theoretical characterizationof the solution of the problem as the limit of penalized problems. We prove thatthe solution of the penalized problem is a Lipschitz continuous function that satisfies ageneralized quasi‐variational inequality with boundary conditions. We describe a numericalprocedure to compute this penalized optimal cost function. Copyright Kluwer Academic Publishers 1999

Date: 1999
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DOI: 10.1023/A:1018970011223

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