Perturbation Analysis of Discrete Event Dynamic Systems

摘要: 1. Introduction to Discrete Event Dynamic Systems.- 1.1 Introduction.- 1.2 Models of DEDS.- 2. Perturbation Analysis.- 2.1 Notations.- 2.2 A Short History the Analysis Development.- 3. Informal Treatment Infinitesimal (IPA) 2.- 3.1 The Basic Idea.- 3.2 Single Class Queueing Networks.- 3.3 GSMP Formalism for IPA.- 3.4 Realization Ratios.- 3.5 GI/G/1 Queue.- 3.6 Load Dependent Server and 3.7 Remarks about PA.- 4. Foundation 4.1 Sample Derivative Interchangeability.- 4.2 Closed Jackson Network.- Performance Functions.- in Transient Periods.- Steady State Performance.- 4.3 Sensitivity Probability.- Index Convergence Theorems.- Throughputs.- Calculation Other Sensitivities.- 4.4 Networks with General Service Distributions.- 4.5 IPA Estimates M/G/1 Queue: Direct Approach.- Approach Based on Stochastic Convexity.- 4.6 Some Technical Proofs.- 5. Extensions 5.1 System Representation 5.2 Another Sufficient Condition sufficient condition based generalized semi Markov process model.- 3 network examples.- 5.3 Routing Probability Sensitivity.- 5.4 Multiclass Queue Two M/M/1 Rescheduling Approximate MultiClass Network 5.5 Smoothed (SPA).- 6. Finite 6.1 Idea "Cut-and-Paste".- Simple Example vs. Matching.- 6.2 Matching Algorithms.- Analytical Comparison Algorithms a System.- Empirical Validation.- 6.3 "Cut-and-Paste" as Generalization Rejection Method.- 6.4 First Order Propagation Rules EPA.- 7. 7.1 Efficient Path Generation.- Standard Clock Example.- via Clock.- Alias Method Choosing Types.- 7.2 Trajectory Projection Augmentation.- Automata Model.- Augmentation Chains.- 7.3 Likelihood Ratio Chain Variance Reduction.- An Variances PA LR Estimates.- DEDS models Revisited.- 8. Aggregation, Decomposition, Equivalence.- 8.1 Equivalent Aggregation.- Product-Form 8.2 Aggregated Systems Aggregation -An 8.3 Decomposition Case v'(s) = 0.- Where Can Be Calculated Form.- 8.4 A-Segment Algorithm very Large Appendix A. Elements Theory.- B. elements Simulation.- C. Optimization Control Theory 3.- D. Illustrative Different E. Program References.