A turnpike improvement algorithm for piecewise deterministic control

K. Boukas, A. Haurie, C. VAN DELFT

Optimal Control Applications and Methods

janvier-mars 1991, vol. 12, n°1, pp.1-18

Départements : Information Systems and Operations Management, GREGHEC (CNRS)

Mots clés : Stochastic control, Infinite horizon optimal control, Turnpike properties, Piecewise deterministic control problems, Policy improvement algorithm

This paper proposes a numerical technique, called turnpike improvement, for the approximation of the solution of a class of piecewise deterministic control problems typically associated with manufacturing flow control models. This algorithm exploits the structure of Markov decision processes with continuous state and action spaces that can be associated with piecewise deterministic control systems. The numerical method is applicable whenever a turnpike property holds for some associated infinite horizon deterministic control problem. To illustrate the approach, we use a simple model fully studied from an analytic point of view in the literature. We compare the turnpike improvement technique with a direct approximation of the solution of the continuous-time Hamilton-Jacobi dynamic programming equations inspired by Kushner's work. The two approaches agree remarkably on this simple problem. We conclude with a discussion of the relative advantages of the two approaches.

Affichage, mode d'emploi


PCM Le Pont

mai 1991

Départements : Information Systems and Operations Management

JIT and Corporate Transport: an International Comparison

R. Lieb, A. GARREAU, R. Millen

International Journal of Physical Distribution and Logistics Management

1991, vol. 21, n°1, pp.42-47

Départements : Information Systems and Operations Management

Le progrès au quotidien


Qualité Magazine

mars 1991

Départements : Information Systems and Operations Management

The Impact of Computer Based Decision Aids on Decision Strategies


Information Systems Research

juin 1991, vol. 2, n°2, pp.87-115

Départements : Information Systems and Operations Management, GREGHEC (CNRS)

Mots clés : decision support systems ; decision processes ; cognitive cost-benefit theory

Although Decision Support Systems (DSSs) have been in use since the early seventies, there is as yet no strong theoretical base for predicting how a DSS will influence decision making. Furthermore, the findings of various empirical studies on the outcomes of DSS use are often contradictory. Consequently, there is a need in the Decision Support Systems field for theories or explanatory models to formulate hypotheses, to conduct research in a directed, parsimonious manner and to interpret findings in a coherent way. This will assist both academics and practitioners interested in the use of information systems to support managerial workers. This paper proposes the use of a cognitive effort model of decision making to explain decision maker behavior when assisted by a DSS. The central proposition is that specific features can be incorporated within a DSS that will alter the effort required to implement a particular strategy, and thus influence strategy selection by the decision maker. This was investigated in a series of three experimental studies which examined the influence of computer based decision aids on decision making strategies. In the three experiments, subjects were given different degrees of support to deal with various components of cognitive effort (processing effort, memory effort and information tracking effort) associated with the strategies applicable to preferential choice problems. The results show that decision makers tend to adapt their strategy selection to the type of decision aids available in such a way as to reduce effort. These results suggest that the assumption that decision makers use a DSS exclusively to maximize decision quality is open to question. DSS studies which consider the joint effects of effort and quality, or control one while manipulating the other, are more likely to provide consistent and interpretable results

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

A. Haurie, C. VAN DELFT

Annals of Operational Research

1991, vol. 29, pp.351-374

Départements : Information Systems and Operations Management, GREGHEC (CNRS)