| Article ID: | iaor1988984 |
| Country: | United States |
| Volume: | 21 |
| Issue: | 1 |
| Start Page Number: | 66 |
| End Page Number: | 72 |
| Publication Date: | Mar 1989 |
| Journal: | IIE Transactions |
| Authors: | Drezner Z., Wesolowsky G.O. |
| Keywords: | programming: mathematical |
This paper deals with the problem of optimizing the start and finish points for runs in a process which has a linearly drifting average. Deviations from a target value are penalized by a quadratic loss function which may have a different constant for negative or positive deviations.