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| A study of optimal switching problem in limited-cycle with multiple periods |
| Jing Sun, Hisashi Yamamoto, Masayuki Matsui |
| Graduate School of Engineering, Nagoya Institute of Technology, Gokiso-cho, Showa-ku, Nagoya, Aichi 466-8555, Japan, Department of System Design, Management Systems Engineering, Tokyo Metropolitan University, 6-6 Asahigaoka, Hino, Tokyo 191-0065, Japan, Department of Informatics, Graduate School of Informatics and Engineering, The University of Electro-Communications, 1-5-1 Chofugaoka, Chofu-shi, Tokyo 182-8585, Japan |
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Abstract In a social system or production line, the restrictions of the cost and the due-time exist in each period. Generally, whether these restrictions are satisfied is dependent not only on the risks of this period, but also on the risks generated beforehand. We consider controlling the production process by switching the processing rate to a faster one at a given period. This paper deals with the optimal switching period to minimize the total expected cost of the production process. We first propose the optimal switching period model, and then the mathematic formulation of the total expectation is presented. Finally, the policy of optimal switching period is investigated in detail by numerical experiments.
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Received: 28 October 2010
Published: 09 December 2010
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