摘要
对平均费用型连续时间马尔可夫过程 ,由其泊松方程 ,推导了系统品质指标对系统参数的梯度公式 ,并给出了相应的梯度估计算法 ;对可重入排队网络建立马尔可夫模型 ,通过仿真单个样本轨迹 ,应用给出的算法 ,研究了连续时间可重入生产系统品质指标对参数的灵敏度。
Based on the Poisson equation of average cost Markov process, we give the formula of derivatives of system performance with respect to system parameters. Corresponding algorithm to estimate the derivatives is given. Then, Markov process models of re-entrant queueing network under some scheduling policies are established. After simulating single sample path of these models, we investigate the sensitivity of system performance to parameters of re-entrant manufacturing system under some scheduling policies. The robustness of some priority scheduling policies is given. Simulation results demonstrate the practicality and efficiency of our algorithm.
基金
国家重点基础研究发展规划项目资助! (G19980 2 0 3 0 2 )
