Article ID: | iaor20011705 |
Country: | Netherlands |
Volume: | 93 |
Issue: | 1 |
Start Page Number: | 265 |
End Page Number: | 297 |
Publication Date: | May 2000 |
Journal: | Annals of Operations Research |
Authors: | Dallery Yves, Bihan Herv Le |
Keywords: | markov processes |
We consider production lines consisting of a series of machines separated by finite buffers. The processing time of each machine is deterministic and all the machines have the same processing time. All machines are subject to failures. As is usually the case for production systems we assume that the failures are operation dependent. Moreover, we assume that the times to failure and the repair times are exponentially distributed. To analyze such systems, a decomposition method was proposed by Gershwin. The computational efficiency of this method was later significantly improved by the introduction of the so-called DDX algorithm. In general, this method provides fairly accurate results. There are, however, cases for which the accuracy of this decomposition method may not be acceptable. This is the case when the reliability parameters (average failure time and average repair time) of the different machines have different orders of magnitude. Such a situation may be encountered in real production lines. An improvement of Gershwin's original decomposition method has been proposed that in general provides more accurate results in the above mentioned situation. This other method is referred to as the Generalized Exponential (GE) method. The basic difference between the GE-method and that of Gershwin is that it uses a two-moment approximation instead of a single-moment approximation of the repair time distributions of the equivalent machines. There are, however, still cases for which the accuracy of the GE-method is not as good as expected. This is the case, for example, when the buffer sizes are too small in comparison with the average repair time. We present in this paper a new decomposition method that is based on a better approximation of the repair time distributions. This method uses a three-moment approximation of the repair time distributions of the equivalent machines. Numerical results show that the new method is very robust in the sense that it seems to provide accurate results in all situations.