| Title: | Simulation system design |
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| Authors: | ID Arsham, Hossein (Author)
ID Kljajić, Miroljub (Author) |
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| Files: |  http://www.dlib.si/details/URN:NBN:SI:doc-ZI9JRJGJ
 RAZ_Arsham_Hossein_2006.pdf (416,31 KB)
MD5: 78A0E5A7774A6977C6E753F78CCE995A
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| Language: | English |
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| Work type: | Not categorized |
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| Typology: | 1.01 - Original Scientific Article |
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| Organization: | FOV - Faculty of Organizational Sciences in Kranj
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| Abstract: | The use of simulation as a tool to design complex stochastic systems is often inhibited by cost. Extensive computer processing is needed to find a design parameter value given a desired target for the performance measure of a given system. The designer simulates the process numerically and obtains an approximation for that same output. The goal is to match the numerical and experimental results as closely as possible by varying the values of input parameters in the numerical simulation. The most obvious difficulty in solving the design problem is that one cannot simply calculate a straightforward solution and be done. Since the output has to be matched by varying the input, an iterative method of solution is implied. This paper proposes a “stochastic approximation” algorithm to estimate the necessary controllable input parameters within a desired accuracy given a target value for the performance function. The proposed solution algorithm is based on Newton’s methods using a single-run simulation approach to estimate the needed derivative. The proposed approach may be viewed as an optimization scheme, where a loss function must be minimized. The solution algorithm properties and the validity of the estimates are examined by applying it to some reliability and queueing systems with known analytical solutions. |
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| Keywords: | system design, simulation, local response surface, goal seeking problem, parameter setting design, discrete-event system |
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| Publisher: | Moderna organizacija |
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| Year of publishing: | 2006 |
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| Number of pages: | Str. 626-634 |
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| Numbering: | 39, 10 |
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| PID: | 20.500.12556/DKUM-52906  |
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| UDC: | 004.94 |
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| ISSN on article: | 1318-5454 |
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| COBISS.SI-ID: | 5069843 |
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| NUK URN: | URN:SI:UM:DK:MLVWIIRG |
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| Publication date in DKUM: | 10.07.2015 |
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| Views: | 1728 |
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| Downloads: | 57 |
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| Metadata: |    |
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| Categories: | Misc.
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