퍼터베이션 분석을 이용한 대기행렬 네트워크의 최적화

• 영문명: Optimization of Queueing Network by Perturbation Analysis
• 발행기관: 한국시뮬레이션학회
• 저자명: 권치명(Chimyung Kwon)
• 간행물 정보: 『한국시뮬레이션학회 논문지』제9권 제2호, 89~102쪽, 전체 14쪽
• 주제분류: 공학 > 기타공학
• 파일형태: PDF
• 발행일자: 2000.06.30

영문 초록

In this paper, we consider an optimal allocation of constant service efforts in queueing network to maximize the system throughput. For this pose, using the perturbation analysis, we apply a stochastic optimization algorithm to two types of queueing systems. Our simulation results indicate that the estimates obtained from a stochastic optimization algorithm for a two-tandem queuing network are very accurate, and those for closed loop manufacturing system are a little apart from the known optimal allocation. We find that as simulation time increases for obtaining a new gradient (performance measure with respect to decision variables) by perturbation algorithm, the estimates tend to be more stable. Thus, we consider that it would be more desirable to have more accurate sensitivity of performance measure by enlarging simulation time rather than more searching steps with less accurate sensitivity. We realize that more experiments on various types of systems are needed to identify such a relationship with regards to stopping rule, the size of moving step, and updating period for sensitivity.

목차

1. Introduction

2. Perturbation Analysis

3. Stochastic Optimization Algorithm

4. Numerical Example

5. Conclusion

References

키워드

Stochastic Optimization Algorithm Perturbation Analysis System Throughput