Efficient simulation algorithms for optimization of discrete event systems based on measure-valued differentation

Efficient simulation algorithms for optimization of discrete event systems based on measure-valued differentation PDF Author: Taoying Farenhorst-Yuan
Publisher: Rozenberg Publishers
ISBN: 905170660X
Category :
Languages : en
Pages : 198

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Book Description

Efficient simulation algorithms for optimization of discrete event systems based on measure-valued differentation

Efficient simulation algorithms for optimization of discrete event systems based on measure-valued differentation PDF Author: Taoying Farenhorst-Yuan
Publisher: Rozenberg Publishers
ISBN: 905170660X
Category :
Languages : en
Pages : 198

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Book Description


Stochastic Simulation Optimization for Discrete Event Systems

Stochastic Simulation Optimization for Discrete Event Systems PDF Author: Chun-Hung Chen
Publisher: World Scientific
ISBN: 9814513024
Category : Technology & Engineering
Languages : en
Pages : 274

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Book Description
Discrete event systems (DES) have become pervasive in our daily lives. Examples include (but are not restricted to) manufacturing and supply chains, transportation, healthcare, call centers, and financial engineering. However, due to their complexities that often involve millions or even billions of events with many variables and constraints, modeling these stochastic simulations has long been a “hard nut to crack”. The advance in available computer technology, especially of cluster and cloud computing, has paved the way for the realization of a number of stochastic simulation optimization for complex discrete event systems. This book will introduce two important techniques initially proposed and developed by Professor Y C Ho and his team; namely perturbation analysis and ordinal optimization for stochastic simulation optimization, and present the state-of-the-art technology, and their future research directions. Contents:Part I: Perturbation Analysis:The IPA Calculus for Hybrid SystemsSmoothed Perturbation Analysis: A Retrospective and Prospective LookPerturbation Analysis and Variance Reduction in Monte Carlo SimulationAdjoints and AveragingInfinitesimal Perturbation Analysis and Optimization AlgorithmsSimulation-based Optimization of Failure-prone Continuous Flow LinesPerturbation Analysis, Dynamic Programming, and BeyondPart II: Ordinal Optimization:Fundamentals of Ordinal OptimizationOptimal Computing Budget Allocation FrameworkNested PartitionsApplications of Ordinal Optimization Readership: Professionals in industrial and systems engineering, graduate reference for probability & statistics, stochastic analysis and general computer science, and research. Keywords:Simulation;Optimization;Stochastic Systems;Discrete-Even Systems;Perturbation Analysis;Ordinal Optimization

Network Control and Optimization

Network Control and Optimization PDF Author: Rudesindo Núñez-Queija
Publisher: Springer
ISBN: 3642104061
Category : Computers
Languages : en
Pages : 289

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Book Description
We are proud to present the proceedings of NET-COOP 2009, the inter- tionalconferenceonnetworkcontrolandoptimization,co-organizedbyEURAN- DOM/Eindhoven University of Technology and CWI. This year’s conference at EURANDOM, held November 23–25, was the third in line after previous e- tions in Avignon (2007) and Paris (2008). NET-COOP 2009 was organized in conjunction with the Euro-NF workshop on “New Trends in Modeling, Quan- tative Methods, and Measurements. ” While organized within the framework of Euro-NF, NET-COOP enjoys great interest beyond Euro-NF, as is attested by the geographic origins of the papers in these proceedings. TheNET-COOPconferencefocusesonperformanceanalysis,controland- timization of communication networks, including wired networks, wireless n- works, peer to peer networks and delay tolerant networks. In each of these domains network operators and service providers face the challenging task to e?ciently provide service at their customer’s standards in a highly dynamic - vironment. Internet tra?c continues to grow tremendously in terms of volume as well as diversity. This development is fueled by the increasing availability of high-bandwidth access (both wired and wireless) to end users, opening new ground for evolving and newly emerging wide-band applications. The increase in network complexity, as well as the plurality of parties involved in network operation, calls for e?cient distributed control. New models and techniques for the control and optimization of networks are needed to address the challenge of allocating communication resources e?ciently and fairly, while accounting for non-cooperative behavior.

Discrete Event Systems

Discrete Event Systems PDF Author: Reuven Y. Rubinstein
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 360

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Book Description
A unified and rigorous treatment of the associated stochastic optimization problems is provided and recent advances in perturbation theory encompassed. Throughout the book emphasis is upon concepts rather than mathematical completeness with the advantage that the reader only requires a basic knowledge of probability, statistics and optimization.

Stochastic Simulation Optimization for Discrete Event Systems

Stochastic Simulation Optimization for Discrete Event Systems PDF Author: Chun-Hung Chen
Publisher: World Scientific
ISBN: 9814513016
Category : Mathematics
Languages : en
Pages : 274

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Book Description
Discrete event systems (DES) have become pervasive in our daily lives. Examples include (but are not restricted to) manufacturing and supply chains, transportation, healthcare, call centers, and financial engineering. However, due to their complexities that often involve millions or even billions of events with many variables and constraints, modeling these stochastic simulations has long been a hard nut to crack. The advance in available computer technology, especially of cluster and cloud computing, has paved the way for the realization of a number of stochastic simulation optimization for complex discrete event systems. This book will introduce two important techniques initially proposed and developed by Professor Y C Ho and his team; namely perturbation analysis and ordinal optimization for stochastic simulation optimization, and present the state-of-the-art technology, and their future research directions.

Introduction to Discrete Event Systems

Introduction to Discrete Event Systems PDF Author: Christos G. Cassandras
Publisher: Springer Science & Business Media
ISBN: 0387686126
Category : Technology & Engineering
Languages : en
Pages : 781

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Book Description
Introduction to Discrete Event Systems is a comprehensive introduction to the field of discrete event systems, offering a breadth of coverage that makes the material accessible to readers of varied backgrounds. The book emphasizes a unified modeling framework that transcends specific application areas, linking the following topics in a coherent manner: language and automata theory, supervisory control, Petri net theory, Markov chains and queuing theory, discrete-event simulation, and concurrent estimation techniques. This edition includes recent research results pertaining to the diagnosis of discrete event systems, decentralized supervisory control, and interval-based timed automata and hybrid automata models.

Importance Measures in Reliability, Risk, and Optimization

Importance Measures in Reliability, Risk, and Optimization PDF Author: Way Kuo
Publisher: John Wiley & Sons
ISBN: 1118304179
Category : Technology & Engineering
Languages : en
Pages : 486

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Book Description
This unique treatment systematically interprets a spectrum of importance measures to provide a comprehensive overview of their applications in the areas of reliability, network, risk, mathematical programming, and optimization. Investigating the precise relationships among various importance measures, it describes how they are modelled and combined with other design tools to allow users to solve readily many real-world, large-scale decision-making problems. Presenting the state-of-the-art in network analysis, multistate systems, and application in modern systems, this book offers a clear and complete introduction to the topic. Through describing the reliability importance and the fundamentals, it covers advanced topics such as signature of coherent systems, multi-linear functions, and new interpretation of the mathematical programming problems. Key highlights: Generalizes the concepts behind importance measures (such as sensitivity and perturbation analysis, uncertainty analysis, mathematical programming, network designs), enabling readers to address large-scale problems within various fields effectively Covers a large range of importance measures, including those in binary coherent systems, binary monotone systems, multistate systems, continuum systems, repairable systems, as well as importance measures of pairs and groups of components Demonstrates numerical and practical applications of importance measures and the related methodologies, including risk analysis in nuclear power plants, cloud computing, software reliability and more Provides thorough comparisons, examples and case studies on relations of different importance measures, with conclusive results based on the authors’ own research Describes reliability design such as redundancy allocation, system upgrading and component assignment. This book will benefit researchers and practitioners interested in systems design, reliability, risk and optimization, statistics, maintenance, prognostics and operations. Readers can develop feasible approaches to solving various open-ended problems in their research and practical work. Software developers, IT analysts and reliability and safety engineers in nuclear, telecommunications, offshore and civil industries will also find the book useful.

Performance Evaluation of Industrial Systems

Performance Evaluation of Industrial Systems PDF Author: David Elizandro
Publisher: CRC Press
ISBN: 1439871345
Category : Technology & Engineering
Languages : en
Pages : 507

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Book Description
Basic approaches to discrete simulation have been process simulation languages (e.g., GPSS) and event-scheduling type (e.g., SIMSCRIPT). The trade-offs are that event-scheduling languages offer more modeling flexibility and process-oriented languages are more intuitive to the user. With these considerations in mind, authors David Elizandro and Hamdy Taha embarked on the development of a new discrete simulation environment that is easy to use, yet flexible enough to model complex production systems. They introduced this environment, Design Environment for Event Driven Simulation (DEEDS), in Simulation of Industrial Systems: Discrete Event Simulation in Using Excel/VBA. The DEEDS environment is itself an Excel/VBA add-in. Based on this foundation, the second edition, now titled Performance Evaluation of Industrial Systems: Discrete Event Simulation in Using Excel/VBA incorporates the use of discrete simulation to statistically analyze a system and render the most efficient time sequences, designs, upgrades, and operations. This updated edition includes new visualization graphics for DEEDS software, improvements in the optimization of the simulation algorithms, a new chapter on queuing models, and an Excel 2007 version of the DEEDS software. Organized into three parts, the book presents concepts of discrete simulation, covers DEEDS, and discusses a variety of applications using DEEDS. The flexibility of DEEDS makes it a great tool for students or novices to learn concepts of discrete simulation and this book can form the basis of an introductory undergraduate course on simulation. The expanded depth of coverage in the second edition gives it a richness other introductory texts do not have and provides practitioners a reference for their simulation projects. It may also be used as a research tool by faculty and graduate students who are interested in "optimizing" production systems.

Stochastic Learning and Optimization

Stochastic Learning and Optimization PDF Author: Xi-Ren Cao
Publisher: Springer Science & Business Media
ISBN: 0387690824
Category : Computers
Languages : en
Pages : 575

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Book Description
Performance optimization is vital in the design and operation of modern engineering systems, including communications, manufacturing, robotics, and logistics. Most engineering systems are too complicated to model, or the system parameters cannot be easily identified, so learning techniques have to be applied. This book provides a unified framework based on a sensitivity point of view. It also introduces new approaches and proposes new research topics within this sensitivity-based framework. This new perspective on a popular topic is presented by a well respected expert in the field.

Stochastic Simulation Optimization

Stochastic Simulation Optimization PDF Author: Chun-hung Chen
Publisher: World Scientific
ISBN: 9814282642
Category : Computers
Languages : en
Pages : 246

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Book Description
With the advance of new computing technology, simulation is becoming very popular for designing large, complex and stochastic engineering systems, since closed-form analytical solutions generally do not exist for such problems. However, the added flexibility of simulation often creates models that are computationally intractable. Moreover, to obtain a sound statistical estimate at a specified level of confidence, a large number of simulation runs (or replications) is usually required for each design alternative. If the number of design alternatives is large, the total simulation cost can be very expensive. Stochastic Simulation Optimization addresses the pertinent efficiency issue via smart allocation of computing resource in the simulation experiments for optimization, and aims to provide academic researchers and industrial practitioners with a comprehensive coverage of OCBA approach for stochastic simulation optimization. Starting with an intuitive explanation of computing budget allocation and a discussion of its impact on optimization performance, a series of OCBA approaches developed for various problems are then presented, from the selection of the best design to optimization with multiple objectives. Finally, this book discusses the potential extension of OCBA notion to different applications such as data envelopment analysis, experiments of design and rare-event simulation.