Statistical Properties of Perturbation Analysis Estimates for Discrete Event Systems PDF Download
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Author: Michael Aristomenis Zazanis
Publisher:
ISBN:
Category : Perturbation (Mathematics)
Languages : en
Pages : 194
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Book Description
Author: Michael Aristomenis Zazanis
Publisher:
ISBN:
Category : Perturbation (Mathematics)
Languages : en
Pages : 194
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Book Description
Author: Paul Glasserman
Publisher: Springer Science & Business Media
ISBN: 9780792390954
Category : Business & Economics
Languages : en
Pages : 250
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Book Description
Author: Yu-Chi Ho
Publisher: Springer
ISBN:
Category : Business & Economics
Languages : en
Pages : 474
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Book Description
The engineer-authors present a time domain based sample path analytical approach which combines control system theory, operations research, and statistical simulation methodology. Applicable to manufacturing systems, communications networks, military command control systems, and other complex man-made organizations. Complements existing research queueing theory textbooks. Annotation copyrighted by Book News, Inc., Portland, OR
Author: Christos G. Cassandras
Publisher: Springer Science & Business Media
ISBN: 1475740700
Category : Computers
Languages : en
Pages : 836
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Book Description
A substantial portion of this book is a revised version of Discrete Event Systems: Modeling and Performance Analysis (1993), which was written by the first author and received the 1999 Harold Chestnut Prize, awarded by the International Federation of Automatic Control (IFAC) for best control engineering textbook. This new expanded book is a comprehensive introduction to the field of discrete event systems, emphasizing breadth of coverage and accessibility of the material to readers with different backgrounds. Its key feature is the emphasis placed on a unified modeling framework that transcends specific application areas and allows linking of the following topics in a coherent manner: language and automata theory, supervisory control, Petri net theory, (max,+) algebra, Markov chains and queueing theory, discrete-event simulation, perturbation analysis, and concurrent estimation techniques. Introduction to Discrete Event Systems will be of interest to advanced-level students in a variety of disciplines where the study of discrete event systems is relevant: control, communications, computer engineering, computer science, manufacturing engineering, operations research, and industrial engineering.
Author: Yu-Chi (Larry) Ho
Publisher: Springer Science & Business Media
ISBN: 1461540240
Category : Technology & Engineering
Languages : en
Pages : 449
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Book Description
Dynamic Systems (DEDS) are almost endless: military C31 Ilogistic systems, the emergency ward of a metropolitan hospital, back offices of large insurance and brokerage fums, service and spare part operations of multinational fums . . . . the point is the pervasive nature of such systems in the daily life of human beings. Yet DEDS is a relatively new phenomenon in dynamic systems studies. From the days of Galileo to Newton to quantum mechanics and cosmology of the present, dynamic systems in nature are primarily differential equations based and time driven. A large literature and endless success stories have been built up on such Continuous Variable Dynamic Systems (CVDS). It is, however, equally clear that DEDS are fundamentally different from CVDS. They are event driven, asynchronous, mostly man-made and only became significant during the past generation. Increasingly, however, it can be argued that in the modem world our lives are being impacted by and dependent upon the efficient operations of such DEDS. Yet compared to the successful paradigm of differential equations for CVDS the mathematical modelling of DEDS is in its infancy. Nor are there as many successful and established techniques for their analysis and synthesis. The purpose of this series is to promote the study and understanding of the modelling, analysis, control, and management of DEDS. The idea of the series came from editing a special issue of the Proceedings of IEEE on DEOS during 1988.
Author: Institute of Mathematical Statistics
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 994
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Book Description
Author: Paul Glasserman
Publisher: Springer Science & Business Media
ISBN: 0387216170
Category : Mathematics
Languages : en
Pages : 603
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Book Description
From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not." --Glyn Holton, Contingency Analysis
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.
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 6
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Book Description
This paper considers a new Analytic Perturbation Analysis (APA) approach for Discrete Event Dynamic Systems (DEDS) with discontinuous sample-path functions with respect to control parameters. The performance functions for DEDS usually are formulated as mathematical expectations, which can be calculated only numerically. APA is based on new analytic formulas for the gradients of expectations of indicator functions; therefore, it is called an analytic perturbation analysis. The gradient of performance function may not coincide with the expectation of a gradient of sample-path function (i.e., the interchange formula for the gradient and expectation sign may not be valid). Estimates of gradients can be obtained with one simulation run of the models.
Author:
Publisher:
ISBN:
Category : Industrial management
Languages : en
Pages : 642
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Book Description
Issues for Feb. 1965-Aug. 1967 include Bulletin of the Institute of Management Sciences.
