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离散事件动态系统的GSMP模型及扰动分析

GSMP FORMALISM AND PERTURBATION ANALYSIS FOR DISCRETE EVENT DYNAMIC SYSTEMS
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摘要 对离散事件动态系统(DEDS)的仿真过程建立了包含中断事件集和驱动事件集的广义半马尔可夫过程(GSMP)模型,对参数的无穷小扰动所引起的系统状态转移时刻进行了扰动分析.最后,讨论了扰动分析所需要的可交换条件和样本性能函数的关系。 A Generalized Semi Markov Process (GSMP) model,which is described through interrupted events set and triggering events set,is established for simulation in Discrete Event Dynamic Systems (DEDS).Gradient estimator for a class of system performance measure is also obtained by Perturbation Analysis (PA) for epochs of state transition corresponding to infinitesimal perturbation in parameter.Finally,relation between commuting condition for PA and sample performance function is discussed and some open problems are pointed out.
出处 《北京航空航天大学学报》 EI CAS CSCD 北大核心 1996年第6期752-756,共5页 Journal of Beijing University of Aeronautics and Astronautics
基金 国家自然科学基金
关键词 GSMP模型 仿真 离散事件 动态系统 半马氏过程 simulation performance analysis gradient discrete event dynamic systems generalized semi Markov process perturbation analysis
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  • 1Y. C. Ho. On the perturbation analysis of discrete-event dynamic systems[J] 1985,Journal of Optimization Theory and Applications(4):535~545
  • 2Y. C. Ho,X. Cao. Perturbation analysis and optimization of queueing networks[J] 1983,Journal of Optimization Theory and Applications(4):559~582

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