Multistage Manufacturing System (MMS):
LQGP Problem Example
Stochastic Differential Equation Model Definition
diagonalization of vector with components
for i=1 to k.
- a(t): k X 1 surplus aggregate level state
vector (surplus or shortfall of production).
- n(t): k X 1 state vector for
number of operational machines.
- P: k X 1 maximum production capacity vector.
- c(t): k X 1 production level vector
(utilization of each machine for stage j at time t).
- u(t): k X 1 control vector.
- d(t): k X 1 demand rate vector.
- g(t): k X 1 Gaussian Noise coefficient
vector.
- dW(t): k X 1 Guassian noise vector.
k X 1 Poisson noise vector for
broken machines repair process.
k X 1 Poisson noise vector for
operational machines failure process.
Web Source: http://www.math.uic.edu/~hanson/SC96/MMS_ModDefn.html
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