In this paper we are concerned with the application of stochastic programming techniques for the parametric optimization and analysis of Discrete Events Dynamic Systems (DEDSs). In particular, we consider optimization of steady state behavior of DEDSs which sample path depends discontinuosly on control parameters. This is a difficult problem, since in order to evaluate the steady state performance measure it is necessary to make an observation on the infinite time horizon, which is impossible. On the other hand, in the general case any observation on the finite time interval gives a biased estimates of the performance measure. Here we consider an important subclass of DEDSs for which we developed a new algorithm for optimizing their steady state performance, by adapting the methods of stochastic optimization. Such subclass is the set of regenerative DEDSs

Gaivoronski, A., Messina, V. (1994). Stochastic optimization algorithms for regenerative DEDS. In System Modelling and Optimization (pp. 320-331). Berlin : Springer [10.1007/BFb0035455].

Stochastic optimization algorithms for regenerative DEDS

MESSINA, VINCENZINA
1994

Abstract

In this paper we are concerned with the application of stochastic programming techniques for the parametric optimization and analysis of Discrete Events Dynamic Systems (DEDSs). In particular, we consider optimization of steady state behavior of DEDSs which sample path depends discontinuosly on control parameters. This is a difficult problem, since in order to evaluate the steady state performance measure it is necessary to make an observation on the infinite time horizon, which is impossible. On the other hand, in the general case any observation on the finite time interval gives a biased estimates of the performance measure. Here we consider an important subclass of DEDSs for which we developed a new algorithm for optimizing their steady state performance, by adapting the methods of stochastic optimization. Such subclass is the set of regenerative DEDSs
Capitolo o saggio
Discrete Events Dynamic Systems
English
System Modelling and Optimization
1994
978-3-540-19893-2
Springer
320
331
Gaivoronski, A., Messina, V. (1994). Stochastic optimization algorithms for regenerative DEDS. In System Modelling and Optimization (pp. 320-331). Berlin : Springer [10.1007/BFb0035455].
none
File in questo prodotto:
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/3093
Citazioni
  • Scopus ND
  • ???jsp.display-item.citation.isi??? ND
Social impact