Full-state perturbation analysis of discrete event dynamic systems

Discrete event dynamic systems are studied within the framework of perturbation analysis in this paper. Perturbation is extended from the event times only to both event times and queue lengths. An approximate technique, full-state perturbation analysis (PA), is developed as an extension of the PA approach. Full-state PA is able to deal with problems involving queue length perturbations which often defy existing PA methods, while it still retains all the advantages of existing PA. Full-state PA is used to calculate the throughput sensitivity to the number of customers in closed queueing networks and the throughput sensitivity to routing change. Numerical examples are given. Experimental results verify the validity and accuracy.This work is supported in part by the National High Technology Project and by Southeast University Research Funds for Young Teachers.     

可修排队系统GI/G(M/G)/1的可靠性分析

利用更新过程理论和向量马氏过程方法全面考察了可修排队系统GI/G(M/G)/1的结构,得到了所有感兴趣的指标,并证明了服务台的可靠性指标只与系统的忙期、闲期和忙期循环时间有关.     

离散事件动态系统的分析和优化：排队网络模型方法（下）

5近似分析法前面我们介绍了排队网络的三种分析方法,它们都可以求出准确解。这当然是最理想结果,遗憾的是这些方法并不适用于所有的排队网络模型。因此在这一节里我们接着介绍排队网络模型的近似分析。事实上上节已经介绍了一种近似方法:平均值近似分析法。之所以提出近似分析是因为一方面有许多排队网络用现在的理论还无法求出其准确解,因此不得不借助于近似分析;另     

Optimization of a PH/PH/1/N Queue with Controllable Service Time and Partial Information

We study a queueing system where both inter-arrival and service times are distributed according to phase-type distributions. This system is modeled as a Markov decision process with full and partial information. The objective is to minimize the long-run average cost of the system. Numerical results are presented.     

一种计算性能指标对路径概率灵敏性的新方法

本文提出了应用全状态摄动分析直接计算对路径概率的灵敏性,推导了路径变化时摄动的产生规则,给出了两个数值例子.实验结果验证了这一方法的有效性和准确性,     

基于马氏决策过程的概率离散事件系统最优控制

使用马氏决策过程研究了概率离散事件系统的最优控制问题.首先,通过引入费用函数、目标函数以及最优函数的定义,建立了可以确定最优监控器的最优方程.之后,又通过此最优方程获得了给定语言的极大可控、∈-包含闭语言.最后给出了获得最优费用与最优监控器的算法.     

一种计算性能指标对路径概率灵敏性的新方法

本文提出了应用全状态摄动分析直接计算对路径概率的灵敏性,推导了路径变化时摄动的产生规则,给出了两个数值例子,实验结果验证了这一方法的有效性和准确性。     

Infinitesimal and finite perturbation analysis for queueing networks

The sample-path perturbation analysis technique is extended to include finite (and possibly large) perturbations typically introduced by changes in queue sizes or other parameters. It is shown that there is a natural hierarchy of perturbation analysis which takes care of increasingly large perturbations. Experiments with zero (infinitesimal) and first order (finite) perturbation analysis show that significant accuracy improvement can be obtained with small increase in computational effort.     

离散事件系统基于混合状态法的性能分析*

本文在离散事件动态系统混合状态建模的基础上,对系统的积分方程模型进行了数值求解,讨论了数值解法的稳定性与收敛性,最后给出了一个数值计算的实例．并对数值结果进行了仿真验证．     

On derivative estimation of single-server queues via structural infinitesimal perturbation analysis

In Dai and Ho (1994) we developed a method, referred to asstructural infinitesimal perturbation analysis (SIPA), to address the need for derivative estimation with respect to a special type of parameter. However, it was not clear how much computational effort is required to implement this method. Derivative estimation via SIPA can be complicated in implementation. Such computational problems, also arise in several other derivative estimation methods. In this paper we take SIPA as a typical method and apply it to a special class of DEDS-several variations of single-server queues, focusing on the issue of implementation. We demonstrate that SIPA can be efficiently implemented. In some cases, it can be as simple as theinfinitesimal perturbation analysis (IPA), method which is considered to be the most efficient method available so far. The main approach we take is to combine SIPA with finite perturbation analysis and cut-and-paste techniques. Explicit formulae are given to various problems, some being impossible to solve using the traditional IPA method. Numerical examples are employed to illustrate the results.     

离散事件动态系统的混合状态模型

本文通过引入混合状态,使大部分ＤＥＤＳ成为时齐的混合状态马氏过程。然后用半群理论来研究该马氏过程,建立了有关半群算子的偏微分方程,并进一步把该方程转化为积分方程,并证明了积分方程有唯一解,解可由迭代法求出。     

随机需求不可靠制造系统的最优服务率分配策略

本文讨论了一类随机需求不可靠制造系统的最优服务率控制问题。所研究的系统能同时生产多类产品,但生产能力受常数限制。目标是通过最小化库顾和欠缺的期望折扣费用,寻找最优服务率分配策略,本文证明了最优策略具有开关结构,并针对生产单类和两类产品的系统详细研究了最优控制策略的结构性质,最后以数值例子验证了本文的结论。     

混杂系统的存在与研究

混杂系统（HDS）是由连续变量动态系统（CVDS）与离散事件动态系统（DEDS）共同组成的大型动态系统。随着CIMS的兴起与发展，人们应该关注HDS的建模、分析与优化运行。本文通过分析实例介绍了HDS的存在、特征与研究前景。     

可修排队系统Mx/G (M/H)1的瞬态解

本文研究一个典型的批到达可修排队系统＾ｘ／（／）１．记号（／）表服务台寿命服从指数分布,而其修理时间为一连续型分布。利用向量马氏过程方法,我们得到了它的瞬态解。特别是发现了服务台的可靠性指标仅依赖于可修排队系统的空闲概率,或等价地仅依赖于它的忙期和忙循环。     

Strong consistency of infinitesimal perturbation analysis for tandem queueing networks

Strong consistency of infinitesimal perturbation analysis for the sojourn times in a class of tandem queueing networks is proved. Service times at the queues are correlated, and they are affine functions of the variable parameters. Differentiability of the average sojourn times is not assumed, but proved. The analysis is not based on assumptions of regenerative cycles of the networks but on stability and ergodicity of the queueing processes involved. The proof of strong consistency is based on a set of abstract conditions, described in terms of properties of the sample performance functions. These conditions are first shown to be sufficient for strong consistency, and then their validity for the networks in question is proved.Research supported in part by the NSF under grants Nos. ECS85-15449 and CDR-8803012, under ONR contract nos. N00014-90-K-1093 and N00014-89-J-1023, and under Army contract no. DAAL-03-83-K-0171. This author is now with the Department of Manufacturing Engineering, Boston University, Boston, MA 02215.     

强化学习与自适应动态规划:从基础理论到多智能体系统中的应用进展综述

近年来,强化学习与自适应动态规划算法的迅猛发展及其在一系列挑战性问题(如大规模多智能体系统优化决策和最优协调控制问题)中的成功应用,使其逐渐成为人工智能、系统与控制和应用数学等领域的研究热点.鉴于此,首先简要介绍强化学习和自适应动态规划算法的基础知识和核心思想,在此基础上综述两类密切相关的算法在不同研究领域的发展历程,着重介绍其从应用于单个智能体(控制对象)序贯决策(最优控制)问题到多智能体系统序贯决策(最优协调控制)问题的发展脉络和研究进展.进一步,在简要介绍自适应动态规划算法的结构变化历程和由基于模型的离线规划到无模型的在线学习发展演进的基础上,综述自适应动态规划算法在多智能体系统最优协调控制问题中的研究进展.最后,给出多智能体强化学习算法和利用自适应动态规划求解多智能体系统最优协调控制问题研究中值得关注的一些挑战性课题.     

离散事件动态系统中的控制综合问题

本文将离散事件动态系统（ＤＥＤＳ）监控方法中的控制综合问题作了系统的分类,得到了六种控制综合问题,并将它们表示成泛函极值问题,讨论了它们的可行解,最优解的存在性,可生解集的结构以及相互之间的关系。     

离散事件动态系统状态空间秒速的进一步研究*

本文对离散事件动态系统的状态空间描述问题作了进一步的研究。指出了原有结果的错误和不足,讨论了既有串行阻塞又有并行阻塞的复杂阻塞现象,建立了适用于一般系统的状态方程。