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D
_
2a
, r
2
=
2b-
D
_
2a
and
0 , r
1
, r
2
. We recall that X = 1 2b and 0 , b , 1 2
d (r-p)
k r
. So:
If max 0; (1 2r
2
)
_
, b , min (1 2r
1
) ; 1 2
d (r-p)
k r
_ _
then f (b) , 0 i.e. z* = 0.
If 0 , b , max 0; (1 2r
2
)
_
or min (1 2r
1
) ; 1 2
d (r-p)
k r
_ _
, b , 1 2
d (r-p)
k r
_ _
then f (b) . 0 i.e. z* . 0.
An interesting case arises from this study, namely the case when the values of c
n
verify C
1
n
;
k r 2d ( p-r)
k p
c
p
, c
n
,
k r
2
4 d p ( p-r)
c
p
; C
2
n
i.e.: (1 2r
2
) . 0 and D . 0.
For all c
n
satisfying the previously mentioned inequality, the optimal hedging point
z* displays the unusual behavior that:
z* . 0 for 0 , b , 1 2r
2
z* = 0 for 1 2r
2
, b , 1 2r
1
z* . 0 for 1 2r
1
, b , 1 2
d (r-p)
k r
_
_
(19)
This behavior can be justied by the fact that to minimize the total cost we have to nd
the hedging point that ensures a balance between two contradictory effects; the rst
effect is that the cost of storage increases as b increases and this tends to drive the
hedging point towards zero. The second effect is that a fraction of parts produced is
defective and this fraction increases as b increases; this in effect decreases machine
productivity thus justifying the need for more hedging.
Figure 2 illustrates the regions where z
*
is equal to zero or strictly positive for a
machine considered subject to a demand rate d = 1, with a failure rate p = 0:1, a repair
Figure 2.
Regions of z* . 0, z* = 0,
and z* = -1 in the
b 2c
n
plane for d = 1,
p = 0:1, r = 0:5, k = 4
c
p
= 1
Unreliable
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systems
245
rate r = 0.5, a maximum production rate k = 4 and a storage cost c
p
= 1. We notice
that for some values of c
n
, the optimal hedging point z
*
can successively go through
z* . 0, z* = 0, z* . 0, and z* = -1 as b increases.
5. Numerical results
The analytical results are shown in Table I. The machine considered is subject to a
demand d = 1, with a failure rate p = 0.01, a repair rate r = 0.1, a maximum
production rate k = 1.5, a storage cost c
p
= 2, and a backlog cost c
n
= 15.
To illustrate the effect of the fraction of defective parts b variation on the optimal
hedging point z
*
and the optimal average cost J (z
*
), a sensitivity analysis was
conducted. Table I details this variation, and presents the optimal hedging point and
the incurred optimal cost for the sensitivity analysis cases. It clearly appears that the
results obtained make sense and conrm our expectations in the sense that when the
fraction of defective parts increases, the optimal hedging point and cost increase.
While the solution for a Markovian machine was obtained analytically, in the next
section, a simulation-based approach is proposed to deal with non-Markovian
situations.
6. Extension to non-exponential failure and repair times distributions
Within the framework of the classical control theory of the last 30 years, no
satisfactory method has been developed for the stochastic optimal control of
manufacturing systems subject to non-exponential machine up and down times. With
non-exponential failure and repair time distributions, analytical approaches such as
the one detailed in section 4 are very difcult to develop. However, that is the situation
that is usually encountered in real manufacturing systems. We refer the reader to Law
and Kelton (2000), chapter 6, for details on commonly used failure and repair
probability time distributions.
To deal with such situations we will adopt an approach, which has been
successfully used to control production, setup and preventive maintenance activities in
several manufacturing congurations (see Gharbi and Kenne (2003) and the references
therein). This approach combines the descriptive capacities of continuous/discrete
event simulation models with analytical models, experimental design, and regression
analysis. A block diagram of the resulting control approach is depicted in Figure 2.
The structure of the proposed control approach presented in Figure 3 consists of the
following sequential steps:
Analytical results
B z
*
0 10.509 J(z
*
)
0.05 12.483 39.201
0.1 15.551 44.105
0.15 20.967 51.303
0.2 33.494 63.324
Table I.
Analytical results
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17,3
246
(1) The control problem statement of the manufacturing system, as shown in
sections 3 and 4, consists of an extension of the Bielecki-Kumar model. The
problem of the optimal ow control for the unreliable manufacturing system
producing a fraction of defective items is described in this rst step.
(2) The control factor z, for production rates control, describes the optimal control
policy.
(3) If the manufacturing system is facing exponential failure and repair time
distributions the analytical approach shown in sections 3, 4 and 5 provide the
optimal control policy. Otherwise, go to step 4.
(4) The simulation model uses the control policy dened in the previous step 2 as
the input for conducting experiments in order to evaluate the performances of
the non Markovian manufacturing system. Hence, for given values of the
control factor, the long-run average cost is obtained from the simulation model.
The simulation model was developed using Visual SLAM language (Pritsker
and OReilly, 1999).
(5) The experimental design step denes a one-factor experimentation plan with a
given number of replications (see Montgomery, 2001, for more details).
Figure 3.
Proposed approach
Unreliable
manufacturing
systems
247
(6) The regression analysis is then used to obtain the relationship between the
long-run average cost and the control factor. The obtained model is then
optimized in order to determine the best value of the control factor called here z
*
and the optimal incurred cost J (z
*
).
6.1 Simulation model
The simulation model consists of several networks, each of which describes a specic
task in the system (i.e. demand generation, control policy, states of the machines,
inventory control [. . .], etc.). The diagram of the proposed simulation model is shown in
Figure 4 with the following block notation descriptions:
(1) The INITIALIZATION block initializes the problem variables.
(2) The Demand Arrival block performs the arrival of a demand at each d
21
unit of
time. A verication test is then performed on the inventory level of good items,
and the inventory or the backorder is updated.
(3) The CONTROL POLICY segment block is dened in section 3 and governed by
a hedging point policy. The feedback control policy is dened by the output of
the FLAG block. This block is used to permanently verify the variation in the
stock level in order to specify the best action to carry out (production rate).
(4) The PARTS PRODUCTION block performs the production of nished goods
according to the policy dened by the CONTROL POLICY block.
Figure 4.
Diagram of simulation
model
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248
(5) The update inventory blocks perform the variation of the inventory level of
defective and good items when a part is produced or when a demand arrival
occurs. Off-line runs of the simulation model using the control policy for z = 10
and a defective items rate b = 0 and 0.2, is illustrated in Figure 5. This
illustration makes it possible to observe the evolution of the inventory levels.
For example, when a failure occurs (arrow 1) a drop in the inventory levels is
observed. In such a situation the machine is under repair and the defective items
level is equal to zero (arrow 2). When the machine is repaired, arrows 3 and 4
show clearly the difference between the two cases. In fact, with a positive
defective items rate the machine needs more time to raise the inventory level
from the backlog zone.
(6) The failure-repair block performs two functions: it denes the time-to-failure of
the machine, and repairs a broken one.
(7) The update the incurred cost block calculates the cost of inventory, backlogs
and setup actions.
6.2 Validation of the analytical solution with the simulation-based approach
To crosscheck the robustness of the proposed approach and the validity of the
simulation results we carried on several experimentations and analysis detailed in the
following steps:
(1) Consider the analytical optimal hedging points z
*
(for the different cases of b)
as input and estimate the incurred cost J (z
*
) with the simulation model.
(2) Apply the simulation based approach to develop a regression model and to nd
a near optimal z
*
and the corresponding incurred cost for the different cases of b.
(3) Compare the estimated control policy to the optimal one through the Students
t-test of the following H0 hypothesis.
Figure 5.
Stock trajectory
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249
H0. The incurred cost for the estimated control policy Y
1
( )is different from
that given by the optimal control policy Y
2
( ).
The simulation model is used to generate two data samples related to the estimated
and optimal control policies. For each control policy, N replications are performed to
obtain N incurred cost observations. For a 1 2a condence level, H0 is rejected if the
value of the t distribution with y degrees of freedom and a condence level 1 2a
(i.e. t
y;12a=2
) is greater than the t given by:
t 2
Y
1
2
Y
2
S
2
1
-S
2
2
_ _
N21 ( )
2N22
2
_
N
_ (20)
where y = 2N 22,
Y
i
= 1=N
_ _
N
j=1
Y
ij
; S
2
i
= 1=N
_ _
N
j=1
Y
ij
2
Y
i
_ _
2
; i = 1; 2:
For N = 26 and a = 5%, the students t-test table gives t
50;0:975
= 2:145.
The results presented in Table II clearly show that the students t-test table value is
always greater than the t given by equation (20). Hence, the estimated control policy
performs as well the optimal control policy in the Markovian case.
6.3 Sensitivity analysis for non-Markovian cases
The hypothesis test validates the proposed approach and states that simulation
experiments could be combined with statistical analysis to obtain near-optimal
hedging point policies. For non-Markovian processes (i.e. non-exponential failure and
repair probability distributions), the hedging point policy is used as near-optimal
control policy with estimated stock threshold values. As illustrative examples, we
consider the following numerical values. To compare the Markovian versus the
Exponential Gamma Lognormal
b z
*
Cost J R
2
z
*
Cost J R
2
z
*
Cost J R
2
0 10.4927 39.2767 0.96 11.1402 40.0139 0.99 8.7766 36.8669 0.99
0.05 13.1277 43.9008 0.95 13.1425 44.8360 0.99 10.5418 41.2920 0.99
0.1 16.0390 51.7775 0.96 16.0892 52.0250 0.99 13.0591 47.8941 0.99
0.15 21.0839 63.5431 0.94 21.1492 64.6178 0.98 17.2181 59.3363 0.99
0.2 34.0644 90.0561 0.96 34.2881 93.5784 0.99 27.6148 85.8751 0.98
Table III.
Results for
non-Markovian cases
Analytical results
Simulation results
of the analytical z
*
Simulation results of
the near-optimal z
*
Students t-test
b z
*
J(z
*
) z
*
Y
2
z
*
Y
1
t
0 10.509 39.201 10.509 39.2710 10.4927 39.2767 0.07431234
0.05 12.483 44.105 12.483 43.8701 13.1277 43.9008 0.10464877
0.1 15.551 51.303 15.551 51.7690 16.0390 51.7775 0.02129824
0.15 20.967 63.324 20.967 63.5428 21.0839 63.5431 0.00048124
0.2 33.494 89.715 33.494 90.0558 34.0644 90.0561 0.00038697
Table II.
Validation
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non-Markovian experimental results we have xed the standard deviation equal to the
mean for the Lognormal and the Gamma distributions.
.
Failure times: Gamma, Lognormal, with mean values equal to 100 and the same
standard deviation s = 100.
.
Repair times: Gamma, Lognormal, with mean values equal to 10 and the same
standard deviation s = 10.
The obtained results for the considered distribution and the different values of b are
given in Table III, where R
2
gives the proportion of the total variation in the estimated
cost attributable to the variability of the process. Hence, well-t regression models are
characterized by large R
2
values.
Given that the values of R
2
for the considered distributions are greater than that of
the exponential one, we can conclude that the obtained hedging point policy is
consistent with the behaviour of the considered manufacturing system.
7. Conclusion
We have presented an extension of the Bielecki-Kumar single part, single unreliable
machine subjected to a constant demand rate, with storage and backlog costs optimal
production control problem to the case where the machine, even when fully operational,
systematically produces a fraction of defective parts. A uid model with perfectly
mixed good and defective parts has been proposed. It has been established that the
optimal production policy is still of the hedging type with an associated critical
inventory of total parts, or equivalently, a critical inventory of good parts. The
presence of defective parts is seen to produce a combined increase in storage costs
relative to the perfect production case, and a reduction in the effective maximum
production rate of the machine. While the solution for a Markovian machine was
obtained analytically, the optimal hedging policy for the non-Markovian case was
obtained via simulation optimization techniques with the Markovian solution possibly
helping to center the parameter search space. We hope that these results can play the
role of building blocks in recent efforts aimed at integrating quality considerations
when designing production control policies in manufacturing systems.
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About the authors
F. Mhada has an engineering degree (2000) from Ecole Mohammedia dIngenieurs (Morocco) in
automatic. She is preparing for a PHD degree in E