Moments of accumulated reward and completion time in Markovian models with application to unreliable manufacturing systems

Performance evaluation models are used by companies to design, adapt, manage and control their production systems. In the literature, most of the effort has been dedicated to the development of efficient methodologies to estimate the first moment performance measures of production systems, such as the expected production rate, the buffer levels and the mean completion time. However, there is industrial evidence that the higher moments of the production output may drastically impact on the capability of managing the system operations, causing the observed system performance to be highly different from what expected. This paper presents a methodology to analyze the cumulated output and the lot completion time moments of Markovian reward models. Both the discrete and continuous time cases are considered. The technique is applied to unreliable manufacturing systems characterized by general Markovian structures. Numerical results show how the theory developed in this paper can be applied to analyse the dependency of the output variability and the service level on the system parameters. Moreover, they highlight previously uninvestigated features of the system behavior that are useful while operating the system in practical settings.