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Analyse de perturbation des systèmes dynamiques d'événements discrets par Yu-Chi : neuf

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Caractéristiques de l'objet

État
Entièrement neuf: Un livre neuf, non lu, non utilisé et en parfait état, sans aucune page manquante ...
Book Title
Perturbation Analysis of Discrete Event Dynamic Systems
Publication Date
1991-06-30
Pages
433
ISBN
9780792391746
Series
The Springer International Series in Engineering and Computer Science Ser.
Publication Year
1991
Type
Textbook
Format
Hardcover
Language
English
Publication Name
Perturbation Analysis of Discrete Event Dynamic Systems
Author
Xi-Ren Cao, Yu-Chi Ho
Item Length
9.3in
Publisher
Springer
Item Width
6.1in
Item Weight
64.6 Oz
Number of Pages
Xxiii, 433 Pages

À propos de ce produit

Product Information

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.

Product Identifiers

Publisher
Springer
ISBN-10
0792391748
ISBN-13
9780792391746
eBay Product ID (ePID)
635900

Product Key Features

Author
Xi-Ren Cao, Yu-Chi Ho
Publication Name
Perturbation Analysis of Discrete Event Dynamic Systems
Format
Hardcover
Language
English
Series
The Springer International Series in Engineering and Computer Science Ser.
Publication Year
1991
Type
Textbook
Number of Pages
Xxiii, 433 Pages

Dimensions

Item Length
9.3in
Item Width
6.1in
Item Weight
64.6 Oz

Additional Product Features

Series Volume Number
145
Number of Volumes
1 Vol.
Lc Classification Number
Tk1-9971
Reviews
' The book is strongly recommended for graduate students who have had courses in linear algebra, multivariate calculus and a first course in probability theory and stochastic process; as also for practitioners of operations research, engineering and applied mathematicians. ' Indian Journal of Technology October 1992
Table of Content
1. Introduction to Discrete Event Dynamic Systems.- 1.1 Introduction.- 1.2 Models of DEDS.- 2. Introduction to Perturbation Analysis.- 2.1 Notations.- 2.2 A Short History of the Perturbation Analysis Development.- 3. Informal Treatment of the Infinitesimal Perturbation Analysis (IPA) 2.- 3.1 The Basic Idea.- 3.2 Single Class Queueing Networks.- 3.3 A GSMP Formalism for IPA.- 3.4 Realization Ratios.- 3.5 The GI/G/1 Queue.- 3.6 Load Dependent Server and IPA.- 3.7 Remarks about PA.- 4. Foundation of Infinitesimal Perturbation Analysis.- 4.1 Sample Derivative and Interchangeability.- 4.2 Perturbation Analysis for Closed Jackson Network.- 4.3 Realization and Sensitivity Analysis.- 4.4 Sensitivity Analysis of Networks with General Service Distributions.- 4.5 IPA Estimates of the M/G/1 and GI/G/1 Queue.- 4.6 Some Technical Proofs.- 5. Extensions of IPA.- 5.1 System Representation and PA.- 5.2 Another Sufficient Condition for Interchangeability.- 5.3 Routing Probability Sensitivity.- 5.4 The Multiclass M/G/1 Queue and Networks.- 5.5 Smoothed Perturbation Analysis (SPA).- 6. Finite Perturbation Analysis.- 6.1 The Idea of "Cut-and-Paste".- 6.2 The State Matching vs. Event Matching Algorithms.- 6.3 "Cut-and-Paste" as a Generalization of the Rejection Method.- 6.4 First Order Propagation Rules and Approximate EPA.- 7. General Sensitivity Analysis.- 7.1 Efficient Sample Path Generation.- 7.2 Trajectory Projection and State Augmentation.- 7.3 The Likelihood Ratio Approach.- 8. Aggregation, Decomposition, and Equivalence.- 8.1 Equivalent Server and Aggregation.- 8.2 Perturbation Analysis on Aggregated Systems and Aggregated PA.- 8.3 Aggregation and Decomposition of Markov Chains.- 8.4 Decomposition via the A-Segment Algorithm for very Large Markov Chains.- Appendix A. Elementsof Queueing Theory.- Appendix B. elements of Discrete Event Simulation.- Appendix C. Elements of Optimization and Control Theory 3.- Appendix D. A Simple Illustrative Example of the Different Models of DEDS.- Appendix E. A Sample Program of Perturbation Analysis.- References.
Copyright Date
1991
Topic
Signals & Signal Processing, Functional Analysis, Mechanics / Dynamics, Operations Research, System Theory, Electrical
Lccn
91-018008
Dewey Decimal
620/.001/1
Intended Audience
Scholarly & Professional
Dewey Edition
20
Illustrated
Yes
Genre
Technology & Engineering, Business & Economics, Science, Mathematics

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