Ayrıntılı Bilimsel Program ve Bildiri Özetleri - YAEM2010

YAEM 2010
YÖNEYLEM ARAÞTIRMASI VE ENDÜSTRÝ MÜHENDÝSLÝGI 30. ULUSAL KONGRESÝ
Managing Capacity: An LP based solution to a Brownian Drift
Control Problem
1 2
Melda Örmeci Matoðlu , John Vande Vate
1 Ozyegin University, Ýstanbul
2 Georgia Institute of Technology
We model the problem of managing capacity as a Brownian drift
control problem. The controller can shift the processing rate among a
finite set of alternatives by, for example, adding or removing staff.
The controller incurs a cost for capacity per unit time and a delay cost
that reflects the opportunity cost of revenue waiting to be recognized
or the customer service impacts of delaying delivery of orders. He
incurs a cost per unit to reject orders or idle resources as necessary
to keep the workload of waiting orders within a prescribed range. We
introduce a practical restriction on this problem, called the S-
restricted Brownian control problem, and model it via a structured LP.
We demonstrate that an optimal solution to the S-restricted problem
can be found among a special class of policies. Exploiting apparently
new relationships between complementary dual solutions and relative
value functions, we obtain a lower bound on the average cost of any
non-anticipating policy for the problem even without the S-restriction.
We show that by appropriately selecting the S-restricted problem, we
can ensure its solution is within an arbitrary finite tolerance of a lower
bound on the average cost of any policy for the unrestricted problem.
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