Sensitivity examination of the simulation result of discrete event dynamic systems with perturbation analysis
- Koltai, Tamas
- Larrañeta Astola, Juan Carlos
- Onieva Giménez, Luis
- Lozano Segura, Sebastián
ISSN: 0210-8054
Year of publication: 1994
Volume: 18
Issue: 2
Pages: 209-228
Type: Article
More publications in: Questiió: Quaderns d'Estadística, Sistemes, Informatica i Investigació Operativa
Abstract
Simulation 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