Annals of Operations Research

, Volume 29, Issue 1, pp 351–373 | Cite as

Turnpike properties for a class of piecewise deterministic systems arising in manufacturing flow control

  • A. Haurie
  • Ch. Van Delft
Borel State Space

Abstract

This paper deals with a general class of piecewise deterministic control systems that encompasses FMS flow control models. One uses the Markov renewal decision process formalism to characterize optimal policies via a discrete event dynamic programming approach. A family of control problems with a random stopping time is associated with these optimality conditions. These problems can be reformulated as infinite horizon deterministic control problems. It is then shown how the so-calledturnpike property should hold for these deterministic control problems under classical convexity assumptions. These turnpikes have the same generic properties as the attractors obtained via a problem specific approach in FMS flow control models and production planning and are calledhedging points in this literature.

Keywords

Stochastic control infinite horizon optimal control turnpike properties piecewise deterministic control problems 
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Copyright information

© J.C. Baltzer A.G. Scientific Publishing Company 1991

Authors and Affiliations

  • A. Haurie
    • 1
    • 2
  • Ch. Van Delft
    • 2
  1. 1.GERAD, École des Hautes Études CommercialesMontréalCanada
  2. 2.Département d'Economie Commerciale et Industrielle, Faculté des Sciences Economiques et SocialesUniversité de GenèveSwitzerland

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