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This paper describes an approach for the incorporation of set-up times into a stochastic scheduling algorithm for a FMS. Set-up changes should not be performed too often because of the resulting reduction of capacity. They should not be performed too infrequently, because of the resulting increases of inventories and delays. The goal of the analysis reported here is to calculate the long-term average frequencies of set-ups and the fraction of time the system should be set up for each part type or family of part types. Keywords: Integer programming. (Author)