Sensitivity examination of the simulation result of discrete event dynamic systems with perturbation analysis.

Tamas Koltai; Juan Carlos Larrañeta; Luis Onieva; Sebastián Lozano

Qüestiió (1994)

  • Volume: 18, Issue: 2, page 209-228
  • ISSN: 0210-8054

Abstract

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Simulation completed with perturbation analysis provides a new approach for the optimal control of queuing network type systems. The objective of this paper is to calculate the sensitivity range of finite zero-order perturbation, that is, to determine the maximum and minimum size of perturbation within which zero-order propagation rules can be applied. By the introduction of the concept of virtual queue and first and second level no-input and full-output matrices, an algorithm is provided which can solve this task efficiently in transfer lines and in relatively small general networks when short simulation run is required and the sensitivity of the individual sample path is in question. The implementation of the algorithm with the help of conventional simulation languages is also discussed and presented in an example.

How to cite

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Koltai, Tamas, et al. "Sensitivity examination of the simulation result of discrete event dynamic systems with perturbation analysis.." Qüestiió 18.2 (1994): 209-228. <http://eudml.org/doc/40398>.

@article{Koltai1994,
abstract = {Simulation completed with perturbation analysis provides a new approach for the optimal control of queuing network type systems. The objective of this paper is to calculate the sensitivity range of finite zero-order perturbation, that is, to determine the maximum and minimum size of perturbation within which zero-order propagation rules can be applied. By the introduction of the concept of virtual queue and first and second level no-input and full-output matrices, an algorithm is provided which can solve this task efficiently in transfer lines and in relatively small general networks when short simulation run is required and the sensitivity of the individual sample path is in question. The implementation of the algorithm with the help of conventional simulation languages is also discussed and presented in an example.},
author = {Koltai, Tamas, Larrañeta, Juan Carlos, Onieva, Luis, Lozano, Sebastián},
journal = {Qüestiió},
keywords = {simulation; perturbation analysis; queueing networks},
language = {eng},
number = {2},
pages = {209-228},
title = {Sensitivity examination of the simulation result of discrete event dynamic systems with perturbation analysis.},
url = {http://eudml.org/doc/40398},
volume = {18},
year = {1994},
}

TY - JOUR
AU - Koltai, Tamas
AU - Larrañeta, Juan Carlos
AU - Onieva, Luis
AU - Lozano, Sebastián
TI - Sensitivity examination of the simulation result of discrete event dynamic systems with perturbation analysis.
JO - Qüestiió
PY - 1994
VL - 18
IS - 2
SP - 209
EP - 228
AB - Simulation completed with perturbation analysis provides a new approach for the optimal control of queuing network type systems. The objective of this paper is to calculate the sensitivity range of finite zero-order perturbation, that is, to determine the maximum and minimum size of perturbation within which zero-order propagation rules can be applied. By the introduction of the concept of virtual queue and first and second level no-input and full-output matrices, an algorithm is provided which can solve this task efficiently in transfer lines and in relatively small general networks when short simulation run is required and the sensitivity of the individual sample path is in question. The implementation of the algorithm with the help of conventional simulation languages is also discussed and presented in an example.
LA - eng
KW - simulation; perturbation analysis; queueing networks
UR - http://eudml.org/doc/40398
ER -

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