摘要
由马尔可夫链的 Poisson方程推导了系统平均费用型品质指标对参数的导数公式 ,并给出了相应的估计算法。对可重入排队系统建立马尔可夫模型 ,通过仿真单个样本轨迹 ,应用给出的算法求出系统品质对参数的灵敏度 ,并分析了某些优先级调度策略的鲁棒性。仿真结果证明了该算法的实用性和有效性。
Based on the Poisson equation of Markov chain, the formula of derivatives of system performance with respect to system parameters is presented. Corresponding algorithm to estimate the derivatives is given. Then, Markov models of some re entrant manufacturing systems are established. After simulating single sample paths of these models, the sensitivity of system performance to parameters of these re entrant manufacturing systems is investiguted. The robustness of some priority scheduling policies is analyzed. Simulation results demonstrate the practicality and efficiency of the algorithm.
出处
《控制与决策》
EI
CSCD
北大核心
2001年第1期37-41,共5页
Control and Decision
基金
国家重点基础研究发展规划项目 !(G19980 2 0 30 2 )
西安交通大学机械制造系统工程国家重点实验室资助课题
