Dynamic Scheduling of a Multiclass Make to Stock Queue
Dynamic Scheduling of a Multiclass Make to Stock Queue
Lawrence M Wein
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28) and (9. 6) can be verified. | We are now in a position to complete the proof of Theorem 4, and show that conditions (9. 2)-(9. 6) are, in fact, sufficient for optimality. Proof of Theorem 5. As in Lemma 2. 3 of Menaldi and Robin (1984), we apply a generalized Ito's formula (see Meyer 1976) to V(W(t)) and use inequalities (9. 2)-(9. 5) to obtain ] + Ie z [V(W(T))), (9. 29) 9 00, and thus g minorizes the cost function under any policy U. The proof of Theorem 5 now follows from Lemma 6. | 10. ...Interpreting the Optimal Solution In this section, the solution (Q*, Z*, U*, 0*) to the workload formulation (4. 3)-(4. 8) will be interpreted in terms of the original production/inventory system in order to de- velop an effective scheduling policy.
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