Abstract
This paper aims to derive optimal switch polity for the limited-cycle with multiple-periods. In a multi-period system (e.g., a production line) where target processing time exists, idle and delay risks occur repeatedly for multiple periods. Generally, whether this restriction is satisfied is not only dependent on the risks of this period but also the risks generated beforehand. We consider controlling the production process by switching the processing rate to a faster one at a given point (period) to minimize the total expected cost of the production process. In this paper, first, in order to consider the more Žexible switch strategy, the optimal switching problem is discussed by subdividing the process with phases. Next, the mathematic formulations of switching problem based on the phase are analyzed. Finally, the policy of optimal switching strategy is investigated by Erlang numerical experiments.