Evaluation and optimization of two-stage continuous transfer lines subject to time-dependent failures (Q5959844)

The author considers transfer lines composed for two machines separated by a buffer of finite capacity subject to time-dependent failures. Times of repair and times of failure of the machines are random variables. The author develops evolution equations for efficient performance evaluation. Unbiased and strongly consistent gradient estimators of the throughput rates are derived. The evolution equations are finally used in solving a transfer line optimization problem with a concave criterion function of the throughput rate and system parameters. Ergodicity properties make it possible to approximate an optimal solution by the optimal solution with respect to a single sample path.