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dc.contributor.authorKoltai, Tamas
dc.contributor.authorLarrañeta Astola, Juan
dc.contributor.authorOnieva, Luis
dc.contributor.authorLozano, Sebastián
dc.identifier.citationKoltai, Tamas; Larrañeta Astola, Juan; Onieva, Luis; Lozano, Sebastián. "Sensitivity examination of the simulation result of discrete event dynamic systems with perturbation analysis". Qüestiió. 1994, vol.18, núm.2
dc.identifier.issn0210-8054 (versió paper)
dc.description.abstractSimulation completed with perturbation analysis provides a new approach for the optimal control of queuing network type systems. The objective of this paper is to calculate the sensitivity range of finite zero-order perturbation, that is, to determine the maximum and minimum size of perturbation within which zero-order propagation rules can be applied. By the introduction of the concept of virtual queue and first and second level no-input and full-output matrices, an algorithm is provided which can solve this task efficiently in transfer lines and in relatively small general networks when short simulation run is required and the sensitivity of the individual sample path is in question. The implementation of the algorithm with the help of conventional simulation languages is also discussed and presented in an example.
dc.format.extent20 p.
dc.publisherInstitut d'estadística de Catalunya
dc.rightsAttribution-NonCommercial-NoDerivs 2.5 Spain
dc.subject.otherPerturbation analysis
dc.subject.otherQueuing networks
dc.titleSensitivity examination of the simulation result of discrete event dynamic systems with perturbation analysis
dc.title.alternativeExamen de la sensibilidad del resultado de la simulación de sistemas dinámicos de sucesos discretos con análisis de perturbación
dc.subject.lemacSimulació (Matemàtica)
dc.subject.amsClassificació AMS::65 Numerical analysis::65C Probabilistic methods, simulation and stochastic differential equations
dc.rights.accessOpen Access

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