Groupe d’études et de recherche en analyse des décisions


Combined Multiple Recursive Random Number Generators

We analyze the random number generators obtained by combining two or more multiple recursive generators. We study the lattice structure of such combined generators and argue that combination is a good way of obtaining robust generators, based on a recurrence with many non-zero coefficients, and which also possess a fast implementation. Numero: G-95-16 Prix: 2,30 Auteurs: Boukas, E.K., Yang, J., Yin, G., Zhang, Q. Titre: Periodic Maintenance and Repair Rate Control in Stochastic Manufacturing Systems Date: mars 1995 Pages: 19 Journal: JOTA, 90(3):347-361, 1996. Abstract: In this paper we consider a periodic preventive maintenance, repair, and production model of a flexible manufacturing system with failure-prone machines. The periodic preventive maintenance can be used to reduce the machine failure rates and improve the productivity of the system. The repair rate is adjustable to reduce the repair time. The control variables are repair rate and the production rate. The the objective is to choose a control process that minimize the total cost of inventory/shortage, production, repair, and maintenance. The value function is shown to be locally Lipschitz and to satisfy a Hamilton-Jacobi-Bellman equation. A sufficient condition for optimal control is obtained. Finally, an algorithm is given for solving the optimal control problem numerically and a numerical example is presented to show the usefulness of the theoretical results.

, 21 pages