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Function approximation for a production and storage problem under uncertainty

Function approximation for a production and storage problem under uncertainty
Function approximation for a production and storage problem under uncertainty
In this work, we present an approximate value iteration algorithm for a production and storage model with multiple production stages and a single final product, subject to random demand. We use linear function approximation schemes in subsets of the state space and represent a few key states in a look-up table form. We obtain some promising results and perform sensitivity analysis with respect to the parameters of the algorithm for the benchmark problem studied.
function approximation, production management, iterative methods, storage, production problem, storage problem, approximate value iteration algorithm, linear function approximation, state space, sensitivity analysis, Function approximation, Production, Uncertainty, Least squares approximation, Dynamic programming, Approximation algorithms, Sensitivity analysis, Stochastic systems, Biology computing, Biomedical engineering
665-670
Arruda, E. F.
8eb3bd83-e883-4bf3-bfbc-7887c5daa911
Val, J. B. R. do
7360adbf-d141-410e-a2f7-c745396157f9
Almudevar, A.
f0998a97-a377-41a9-82d0-0c1de5f33688
Arruda, E. F.
8eb3bd83-e883-4bf3-bfbc-7887c5daa911
Val, J. B. R. do
7360adbf-d141-410e-a2f7-c745396157f9
Almudevar, A.
f0998a97-a377-41a9-82d0-0c1de5f33688

Arruda, E. F., Val, J. B. R. do and Almudevar, A. (2005) Function approximation for a production and storage problem under uncertainty. In IEEE International Conference Mechatronics and Automation, 2005. vol. 2, pp. 665-670 . (doi:10.1109/ICMA.2005.1626629).

Record type: Conference or Workshop Item (Paper)

Abstract

In this work, we present an approximate value iteration algorithm for a production and storage model with multiple production stages and a single final product, subject to random demand. We use linear function approximation schemes in subsets of the state space and represent a few key states in a look-up table form. We obtain some promising results and perform sensitivity analysis with respect to the parameters of the algorithm for the benchmark problem studied.

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More information

Published date: 1 July 2005
Keywords: function approximation, production management, iterative methods, storage, production problem, storage problem, approximate value iteration algorithm, linear function approximation, state space, sensitivity analysis, Function approximation, Production, Uncertainty, Least squares approximation, Dynamic programming, Approximation algorithms, Sensitivity analysis, Stochastic systems, Biology computing, Biomedical engineering

Identifiers

Local EPrints ID: 445703
URI: http://eprints.soton.ac.uk/id/eprint/445703
PURE UUID: f1e02b23-1486-4578-be5d-9cfd2579b29b
ORCID for E. F. Arruda: ORCID iD orcid.org/0000-0002-9835-352X

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Date deposited: 06 Jan 2021 17:41
Last modified: 09 Jan 2022 04:11

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Contributors

Author: E. F. Arruda ORCID iD
Author: J. B. R. do Val
Author: A. Almudevar

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