Variance reduction in a process with random linear drift

  • K. S. Al-Sultan*
  • , M. A. Al-Fawzan
  • *Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

12 Scopus citations

Abstract

In this paper, we consider the model of Rahim and Banerjee (1988) for a process with random linear drift. We present a modification of this model, then we study the effect of the variance of the process on the optimal production cycle, and consequently on the total cost per good item. We also provide a numerical example.

Original languageEnglish
Pages (from-to)1523-1533
Number of pages11
JournalInternational Journal of Production Research
Volume35
Issue number6
DOIs
StatePublished - Jun 1997

ASJC Scopus subject areas

  • Strategy and Management
  • Management Science and Operations Research
  • Industrial and Manufacturing Engineering

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