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

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 infinite zero-order perturbation, that is, to determine the maximum and minimum size of perturbation w...

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Detalles Bibliográficos
Autores: Koltai, Tamas, Larrañeta Astola, Juan Carlos, Onieva, Luis, Lozano Segura, Sebastián
Tipo de recurso: artículo
Fecha de publicación:1994
País:España
Institución:Universidad de Sevilla (US)
Repositorio:idUS. Depósito de Investigación de la Universidad de Sevilla
OAI Identifier:oai:idus.us.es:11441/26269
Acceso en línea:http://hdl.handle.net/11441/26269
Access Level:acceso abierto
Palabra clave:Simulation
Perturbation analysis
Queuing networks
Descripción
Sumario: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 infinite 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 ful1-output matrices, an algorithm is provided which can solve this task efficiently in transfer lines and in relatively smal1 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.