Sobre la Resolución Numérica de Inecuaciones Cuasi-Variacionales Asociadas a Optimizaciones con Costo Promedio

Abstract

We study in this paper the optimization of production sntems comprising a multi-item single machine in the case of infinite horizon. The optimization criterium is the average cost ind we study the approximation of the Bellman Quasi-Variational-Inequalities (QVI) system associated to the problem. We characterize the set of solutions of the discrete problem and we present an accelerated algorithm which converges in a finite number of steps.