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Commande optimale stochastique appliquée aux systèmes manufacturiers avec des sauts semi-Markoviens

Translated title of the thesis: Optimal stochastic control applied to manufacturing systems with semi-Markovian jumps
  • Thang Diep Thanh

Student thesis: Master's thesisMaster in Engineering: Mechanical Engineering

Abstract

In this work, we present a new model for optimal production control of manufacturing systems. The new model is formulated as an optimal control problem in random environment in finite horizon for two cases; with discount rate and without it. The systems are subject to random events which are modeled by a semi-Markov process. The lifetime of each random event obeys non-exponential distribution instead of being exponential in the Markov framework. By using this new model, the modeling of the manufacturing systems aims to find the production rate u(t) in real-time in which the arrival of demand is considered as a random event. The manufacturing systems considered are constituted of several interconnected machines. These machines are subject to random breakdowns and repairs, and their functioning distributions depend on the time (the age). Consequently, in this work, our contributions are: (a) development of a new model for an optimization problem in random environment in finite horizon for two cases; with discount rate (ρ > 0) and without discount rate (ρ = 0); (b) modeling of manufacturing systems whose objective is to determine the strategies of production; (c) using numerical approach of Kushner and Dupuis (2001) is to represent numerial exemples.
Date14 Oct 2011
Original languageFrench
Awarding Institution
  • École de technologie supérieure
SupervisorThien-My Dao (Supervisor)

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