Gradient Estimation of Two-Stage Continuous Transfer Lines Subject to Operation-Dependent Failures

Abstract

This paper addresses the gradient estimation of transfer linescomprising two machines separated by a buffer of finite capacity. A continuous flow model is considered, where machines are subject tooperation-dependent failures, i.e., a machine cannot fail when it is idle. Both repair times and failure times may be general, i.e., they need not be exponentially distributed.The system is hybrid in the sense that it hasboth continuous dynamics, as a result of continuous material flow, and discrete events: failures and repairs. The purpose of this paper is to estimate the gradient of the throughput rate with respect to the buffer capacity. Both IPA estimators and SPA estimators are derived. Simulation results show that IPA estimators do not work, contradicting the common belief that IPA always works for continuous flow models.