By Topic

A Solution to the Optimal Lot-Sizing Problem as a Stochastic Resource Contention Game

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$33 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Chen Yao ; Nalco Company, Naperville, United States ; Christos G. Cassandras

We present a new way to solve the “lot-sizing” problem viewed as a stochastic noncooperative resource contention game. We develop a Stochastic Flow Model (SFM) for polling systems with non-negligible changeover times enabling us to formulate lot sizing as an optimization problem without imposing constraints on the distributional characteristics of the random processes in the system. Using Infinitesimal Perturbation Analysis (IPA) methods, we derive gradient estimators of the performance metrics of interests with respect to the lot-size parameters and prove they are unbiased. We then derive an online gradient-based algorithm for obtaining optimal lot sizes from both a system-centric and user-centric perspective. Uncharacteristically for such cases, there is no gap between the two solutions in the two-class case for which we have obtained explicit numerical results. We derive a proof of this phenomenon for a deterministic version of the problem, suggesting that lot-sizing-like scheduling policies in resource contention problems have a natural property of balancing certain user-centric and system-centric performance metrics.

Published in:

IEEE Transactions on Automation Science and Engineering  (Volume:9 ,  Issue: 2 )