Analytic Perturbation Analysis Of Discrete Event Dynamic Systems
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Analytic Perturbation Analysis Of Discrete Event Dynamic Systems
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Author :
language : en
Publisher:
Release Date : 1994
Analytic Perturbation Analysis Of Discrete Event Dynamic Systems written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with categories.
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.
Perturbation Analysis Of Discrete Event Dynamic Systems
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Author : Yu-Chi Ho
language : en
Publisher: Springer
Release Date : 1991-06-30
Perturbation Analysis Of Discrete Event Dynamic Systems written by Yu-Chi Ho and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991-06-30 with Business & Economics categories.
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
Scientific And Technical Aerospace Reports
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Author :
language : en
Publisher:
Release Date : 1995-05
Scientific And Technical Aerospace Reports written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995-05 with Aeronautics categories.
Encyclopedia Of Business Analytics And Optimization
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Author : Wang, John
language : en
Publisher: IGI Global
Release Date : 2014-02-28
Encyclopedia Of Business Analytics And Optimization written by Wang, John and has been published by IGI Global this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-02-28 with Business & Economics categories.
As the age of Big Data emerges, it becomes necessary to take the five dimensions of Big Data- volume, variety, velocity, volatility, and veracity- and focus these dimensions towards one critical emphasis - value. The Encyclopedia of Business Analytics and Optimization confronts the challenges of information retrieval in the age of Big Data by exploring recent advances in the areas of knowledge management, data visualization, interdisciplinary communication, and others. Through its critical approach and practical application, this book will be a must-have reference for any professional, leader, analyst, or manager interested in making the most of the knowledge resources at their disposal.
High Performance Algorithms And Software In Nonlinear Optimization
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Author : Renato de Leone
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-12-01
High Performance Algorithms And Software In Nonlinear Optimization written by Renato de Leone and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-01 with Mathematics categories.
This book contains a selection of papers presented at the conference on High Performance Software for Nonlinear Optimization (HPSN097) which was held in Ischia, Italy, in June 1997. The rapid progress of computer technologies, including new parallel architec tures, has stimulated a large amount of research devoted to building software environments and defining algorithms able to fully exploit this new computa tional power. In some sense, numerical analysis has to conform itself to the new tools. The impact of parallel computing in nonlinear optimization, which had a slow start at the beginning, seems now to increase at a fast rate, and it is reasonable to expect an even greater acceleration in the future. As with the first HPSNO conference, the goal of the HPSN097 conference was to supply a broad overview of the more recent developments and trends in nonlinear optimization, emphasizing the algorithmic and high performance software aspects. Bringing together new computational methodologies with theoretical ad vances and new computer technologies is an exciting challenge that involves all scientists willing to develop high performance numerical software. This book contains several important contributions from different and com plementary standpoints. Obviously, the articles in the book do not cover all the areas of the conference topic or all the most recent developments, because of the large number of new theoretical and computational ideas of the last few years.
Perturbation Analysis Of Discrete Event Dynamic Systems
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Author : Yu-Chi (Larry) Ho
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Perturbation Analysis Of Discrete Event Dynamic Systems written by Yu-Chi (Larry) Ho and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Technology & Engineering categories.
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.
Conditional Monte Carlo
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Author : Michael C. Fu
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Conditional Monte Carlo written by Michael C. Fu and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Computers categories.
Conditional Monte Carlo: Gradient Estimation and Optimization Applications deals with various gradient estimation techniques of perturbation analysis based on the use of conditional expectation. The primary setting is discrete-event stochastic simulation. This book presents applications to queueing and inventory, and to other diverse areas such as financial derivatives, pricing and statistical quality control. To researchers already in the area, this book offers a unified perspective and adequately summarizes the state of the art. To researchers new to the area, this book offers a more systematic and accessible means of understanding the techniques without having to scour through the immense literature and learn a new set of notation with each paper. To practitioners, this book provides a number of diverse application areas that makes the intuition accessible without having to fully commit to understanding all the theoretical niceties. In sum, the objectives of this monograph are two-fold: to bring together many of the interesting developments in perturbation analysis based on conditioning under a more unified framework, and to illustrate the diversity of applications to which these techniques can be applied. Conditional Monte Carlo: Gradient Estimation and Optimization Applications is suitable as a secondary text for graduate level courses on stochastic simulations, and as a reference for researchers and practitioners in industry.
Computer Control Of Flexible Manufacturing Systems
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Author : S. Joshi
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Computer Control Of Flexible Manufacturing Systems written by S. Joshi and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Science categories.
With the approach of the 21st century, and the current trends in manufacturing, the role of computer-controlled flexible manufacturing an integral part in the success of manufacturing enterprises. will take Manufacturing environments are changing to small batch (with batch sizes diminishing to a quantity of one), larger product variety, produc tion on demand with low lead times, with the ability to be 'agile.' This is in stark contrast to conventional manufacturing which has relied on economies of scale, and where change is viewed as a disruption and is therefore detrimental to production. Computer integrated manufac turing (CIM) and flexible manufacturing practices are a key component in the transition from conventional manufacturing to the 'new' manu facturing environment. While the use of computers in manufacturing, from controlling indi vidual machines (NC, Robots, AGVs etc.) to controlling flexible manu facturing systems (FMS) has advanced the flexibility of manufacturing environments, it is still far from reaching its full potential in the environment of the future. Great strides have been made in individual technologies and control of FMS has been the subject of considerable research, but computerized shop floor control is not nearly as flexible or integrated as hyped in industrial and academic literature. In fact, the integrated systems have lagged far behind what could be achieved with existing technology.
Constructive Computation In Stochastic Models With Applications
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Author : Quan-Lin Li
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-02-02
Constructive Computation In Stochastic Models With Applications written by Quan-Lin Li and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-02-02 with Mathematics categories.
"Constructive Computation in Stochastic Models with Applications: The RG-Factorizations" provides a unified, constructive and algorithmic framework for numerical computation of many practical stochastic systems. It summarizes recent important advances in computational study of stochastic models from several crucial directions, such as stationary computation, transient solution, asymptotic analysis, reward processes, decision processes, sensitivity analysis as well as game theory. Graduate students, researchers and practicing engineers in the field of operations research, management sciences, applied probability, computer networks, manufacturing systems, transportation systems, insurance and finance, risk management and biological sciences will find this book valuable. Dr. Quan-Lin Li is an Associate Professor at the Department of Industrial Engineering of Tsinghua University, China.
Modelling And Methodologies For Enterprise Integration
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Author : Peter Bernus
language : en
Publisher: Springer
Release Date : 2013-03-09
Modelling And Methodologies For Enterprise Integration written by Peter Bernus and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Technology & Engineering categories.
Enterprise integration and enterprise engineering has become a focal point of discussions during the past few years with active contribution of many disciplines... The evolution from the concept of CAD/CAM, through CIM to the Integrated Enterprise is based on the assumption that the integrated enterprise can (and should) be engineered just as any complex system can.