Perturbation Analysis Of Discrete Event Dynamic Systems

Author : Yu-Chi (Larry) Ho,Xi-Ren Cao
Publisher : Springer Science & Business Media
Page : 449 pages
File Size : 55,5 Mb
Release : 2012-12-06
Category : Technology & Engineering
ISBN : 9781461540243

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Perturbation Analysis of Discrete Event Dynamic Systems by Yu-Chi (Larry) Ho,Xi-Ren Cao Pdf

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 : Christos G. Cassandras,Stéphane Lafortune
Publisher : Springer Nature
Page : 821 pages
File Size : 55,5 Mb
Release : 2021-11-11
Category : Computers
ISBN : 9783030722746

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Introduction to Discrete Event Systems by Christos G. Cassandras,Stéphane Lafortune Pdf

This unique textbook comprehensively introduces 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 queueing theory, discrete-event simulation, and concurrent estimation techniques. Topics and features: detailed treatment of automata and language theory in the context of discrete event systems, including application to state estimation and diagnosis comprehensive coverage of centralized and decentralized supervisory control of partially-observed systems timed models, including timed automata and hybrid automata stochastic models for discrete event systems and controlled Markov chains discrete event simulation an introduction to stochastic hybrid systems sensitivity analysis and optimization of discrete event and hybrid systems new in the third edition: opacity properties, enhanced coverage of supervisory control, overview of latest software tools This proven textbook is essential to advanced-level students and researchers in a variety of disciplines where the study of discrete event systems is relevant: control, communications, computer engineering, computer science, manufacturing engineering, transportation networks, operations research, and industrial engineering. ​Christos G. Cassandras is Distinguished Professor of Engineering, Professor of Systems Engineering, and Professor of Electrical and Computer Engineering at Boston University. Stéphane Lafortune is Professor of Electrical Engineering and Computer Science at the University of Michigan, Ann Arbor.

Author : Chun-Hung Chen,Qing-Shan Jia,Loo Hay Lee
Publisher : World Scientific
Page : 274 pages
File Size : 41,5 Mb
Release : 2013
Category : Mathematics
ISBN : 9789814513012

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Stochastic Simulation Optimization for Discrete Event Systems by Chun-Hung Chen,Qing-Shan Jia,Loo Hay Lee Pdf

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 : Chun-Hung Chen,Qing-Shan Jia,Loo Hay Lee
Publisher : World Scientific
Page : 274 pages
File Size : 45,5 Mb
Release : 2013-07-03
Category : Technology & Engineering
ISBN : 9789814513029

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Stochastic Simulation Optimization for Discrete Event Systems by Chun-Hung Chen,Qing-Shan Jia,Loo Hay Lee Pdf

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

Author : Bernd F. Heidergott
Publisher : Springer Science & Business Media
Page : 324 pages
File Size : 49,6 Mb
Release : 2006-12-26
Category : Computers
ISBN : 9780387389950

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Max-Plus Linear Stochastic Systems and Perturbation Analysis by Bernd F. Heidergott Pdf

This book provides a thorough review and explanation of the theory of stochastic max-plus linear systems, which has seen rapid advances in the last decade. The coverage includes modeling issues and stability theory for stochastic max-plus systems, perturbation analysis of max-plus systems, developing a calculus for differentiation of max-plus systems. This leads to numerical evaluations of performance indices of max-plus linear stochastic systems, such as the Lyapunov exponent or waiting times.

Author : S. Balemi,P. Kozák,R. Smedinga
Publisher : Birkhäuser
Page : 224 pages
File Size : 41,6 Mb
Release : 2012-12-06
Category : Science
ISBN : 9783034891202

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Discrete Event Systems: Modeling and Control by S. Balemi,P. Kozák,R. Smedinga Pdf

Research of discrete event systems is strongly motivated by applications in flex ible manufacturing, in traffic control and in concurrent and real-time software verification and design, just to mention a few important areas. Discrete event system theory is a promising and dynamically developing area of both control theory and computer science. Discrete event systems are systems with non-numerically-valued states, inputs, and outputs. The approaches to the modelling and control of these systems can be roughly divided into two groups. The first group is concerned with the automatic design of controllers from formal specifications of logical requirements. This re search owes much to the pioneering work of P.J. Ramadge and W.M. Wonham at the beginning of the eighties. The second group deals with the analysis and op timization of system throughput, waiting time, and other performance measures for discrete event systems. The present book contains selected papers presented at the Joint Workshop on Discrete Event Systems (WODES'92) held in Prague, Czechoslovakia, on Au gust 26-28, 1992 and organized by the Institute of Information Theory and Au tomation of the Czechoslovak Academy of Sciences, Prague, Czechoslovakia, by the Automatic Control Laboratory of the Swiss Federal Institute of Technology (ETH) , Zurich, Switzerland, and by the Department of Computing Science of the University of Groningen, Groningen, the Netherlands.

Author : Bernd Heidergott
Publisher : Springer
Page : 0 pages
File Size : 51,7 Mb
Release : 2008-11-01
Category : Computers
ISBN : 0387514678

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Max-Plus Linear Stochastic Systems and Perturbation Analysis by Bernd Heidergott Pdf

This book provides a thorough review and explanation of the theory of stochastic max-plus linear systems, which has seen rapid advances in the last decade. The coverage includes modeling issues and stability theory for stochastic max-plus systems, perturbation analysis of max-plus systems, developing a calculus for differentiation of max-plus systems. This leads to numerical evaluations of performance indices of max-plus linear stochastic systems, such as the Lyapunov exponent or waiting times.

Author : P.R. Kumar,P.P. Varaiya
Publisher : Springer Science & Business Media
Page : 262 pages
File Size : 49,6 Mb
Release : 2012-12-06
Category : Science
ISBN : 9781461393474

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Discrete Event Systems, Manufacturing Systems, and Communication Networks by P.R. Kumar,P.P. Varaiya Pdf

This IMA Volume in Mathematics and its Applications DISCRETE EVENT SYSTEMS, MANUFACTURING SYSTEMS AND COMMUNICATION NETWORKS is based on the proceedings of a workshop that was an integral part of the 1992-93 IMA program on "Control Theory. " The study of discrete event dynamical systems (DEDS) has become rapidly popular among researchers in systems and control, in communication networks, in manufacturing, and in distributed computing. This development has created problems for re searchers and potential "consumers" of the research. The first problem is the veritable Babel of languages, formalisms, and approaches, which makes it very difficult to determine the commonalities and distinctions among the competing schools of approaches. The second, related, problem arises from the different traditions, paradigms, values, and experience that scholars bring to their study of DEDS, depending on whether they come from control, com munication, computer science, or mathematical logic. As a result, intellectual exchange among scholars becomes compromised by unexplicated assumptions. The purpose of the Workshop was to promote exchange among scholars representing some of the major "schools" of thought in DEDS with the hope that (1) greater clarity will be achieved thereby, and (2) cross-fertilization will lead to more fruitful questions. We thank P. R. Kumar and P. P. Varaiya for organizing the workshop and editing the proceedings. We also take this opportunity to thank the National Science Foundation and the Army Research Office, whose financial support made the workshop possible. A vner Friedman Willard Miller, Jr.

Author : Bernd Heidergott
Publisher : Springer
Page : 0 pages
File Size : 50,9 Mb
Release : 2010-11-29
Category : Computers
ISBN : 1441941983

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Max-Plus Linear Stochastic Systems and Perturbation Analysis by Bernd Heidergott Pdf

This book provides a thorough review and explanation of the theory of stochastic max-plus linear systems, which has seen rapid advances in the last decade. The coverage includes modeling issues and stability theory for stochastic max-plus systems, perturbation analysis of max-plus systems, developing a calculus for differentiation of max-plus systems. This leads to numerical evaluations of performance indices of max-plus linear stochastic systems, such as the Lyapunov exponent or waiting times.

Author : Taoying Farenhorst-Yuan
Publisher : Rozenberg Publishers
Page : 198 pages
File Size : 46,8 Mb
Release : 2010
Category : Electronic
ISBN : 9789051706604

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Efficient simulation algorithms for optimization of discrete event systems based on measure-valued differentation by Taoying Farenhorst-Yuan Pdf

Author : Christos G. Cassandras
Publisher : McGraw-Hill Science, Engineering & Mathematics
Page : 824 pages
File Size : 43,5 Mb
Release : 1993
Category : Mathematics
ISBN : UOM:39015028905324

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Discrete Event Systems by Christos G. Cassandras Pdf

Author : Chelsea C. White
Publisher : Unknown
Page : 192 pages
File Size : 46,6 Mb
Release : 1989
Category : Electronic
ISBN : UVA:X004199199

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Workshop on decision and control of discrete event dynamic systems by Chelsea C. White Pdf

Author : C.T. Leonides
Publisher : Academic Press
Page : 438 pages
File Size : 45,9 Mb
Release : 2012-12-02
Category : Technology & Engineering
ISBN : 9780323162906

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Control and Dynamic Systems V37: Advances in Industrial Systems by C.T. Leonides Pdf

Control and Dynamic Systems, Volume 37: Advances in Industrial Systems provides an overview of the state of knowledge in industrial systems. This volume contains nine chapters and begins with a paper on the objective measures used to characterize the performance of computers which control critical processes. This is followed by separate chapters on the design of automotive power train control systems; control techniques in the pulp and paper industry; developments production scheduling research and practice; a general model-based failure detection and diagnosis methodology; and the application of model-predictive control techniques to problems with several input and output variables. Subsequent chapters deal with techniques for dealing with the problem of providing a complete, coherent, and reliable data base from a collection of switch and breaker status data and measurements; systematic approaches to modifying a finite element model; and optimization techniques in industrial chemical systems. The contributions in this volume will provide a unique and significant reference source for practicing professionals as well as those involved with advancing the state of the art.

Author : Heinz D. Unbehauen
Publisher : EOLSS Publications
Page : 506 pages
File Size : 45,8 Mb
Release : 2009-10-11
Category : Electronic
ISBN : 9781848261549

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Control Systems, Robotics and AutomatioN – Volume XV by Heinz D. Unbehauen Pdf

This Encyclopedia of Control Systems, Robotics, and Automation is a component of the global Encyclopedia of Life Support Systems EOLSS, which is an integrated compendium of twenty one Encyclopedias. This 22-volume set contains 240 chapters, each of size 5000-30000 words, with perspectives, applications and extensive illustrations. It is the only publication of its kind carrying state-of-the-art knowledge in the fields of Control Systems, Robotics, and Automation and is aimed, by virtue of the several applications, at the following five major target audiences: University and College Students, Educators, Professional Practitioners, Research Personnel and Policy Analysts, Managers, and Decision Makers and NGOs.

Author : Michael C. Fu,Jian-Qiang Hu
Publisher : Springer Science & Business Media
Page : 411 pages
File Size : 40,9 Mb
Release : 2012-12-06
Category : Computers
ISBN : 9781461562931

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Conditional Monte Carlo by Michael C. Fu,Jian-Qiang Hu Pdf

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.