#### DMCA

## IPA for Continuous Stochastic Marked Graphs ∗

Citations: | 1 - 0 self |

### Citations

736 |
Introduction to Discrete Event Systems
- Cassandras, Lafortune
- 1999
(Show Context)
Citation Context ... that are used to realize L(θ). A general framework for computing these sample gradients is Infinitesimal Perturbation Analysis (IPA). IPA originally was developed in the context of queueing networks =-=[13, 3]-=-, and recently much of its investigation has focused on fluid queues [4, 20]. Fluid queueing networks, called stochastic flow models, provide a natural setting for IPA since their sample gradients oft... |

143 |
Perturbation Analysis of Discrete Event Dynamical Systems
- Ho, Cao
- 1991
(Show Context)
Citation Context ... that are used to realize L(θ). A general framework for computing these sample gradients is Infinitesimal Perturbation Analysis (IPA). IPA originally was developed in the context of queueing networks =-=[13, 3]-=-, and recently much of its investigation has focused on fluid queues [4, 20]. Fluid queueing networks, called stochastic flow models, provide a natural setting for IPA since their sample gradients oft... |

131 | On Hybrid Petri Nets
- David, Alla
(Show Context)
Citation Context ...nferences, 2 namely [10, 11, 12]. 2 Continuous Petri Nets Hybrid Petri nets have “fluidized” tokens flowing on their arcs in addition to the usual discrete tokens. They were extensively analyzed (see =-=[19, 1]-=-, and [18, 8] for more recent surveys), and investigated from the standpoint of control and optimization in [2]. Their discrete tokens often represent discontinuities in the flow rates of the fluidize... |

66 |
Fluid Stochastic Petri Nets
- Trivedi, Kulkarni
- 1993
(Show Context)
Citation Context ...nferences, 2 namely [10, 11, 12]. 2 Continuous Petri Nets Hybrid Petri nets have “fluidized” tokens flowing on their arcs in addition to the usual discrete tokens. They were extensively analyzed (see =-=[19, 1]-=-, and [18, 8] for more recent surveys), and investigated from the standpoint of control and optimization in [2]. Their discrete tokens often represent discontinuities in the flow rates of the fluidize... |

63 |
Stochastic approximation for constrained and unconstrained systems
- Kushner, Clark
- 1978
(Show Context)
Citation Context .... The final time is tf = 1, 000 time units, and the weighting factors in (24) are C1 = C2 = 1.0. The optimization algorithm that we used is a stochastic-approximation method of the Robbins-Monro type =-=[15]-=-. In a general setting of sample-based optimization, this algorithm computes an iterationsequence {θk}1k=1 by the following formula, θk+1 = θk − λkhk, (29) where −hk is a random descent direction and ... |

62 |
Discrete, Continuous, and Hybrid Petri Nets
- David, Alla
- 2005
(Show Context)
Citation Context ...namely [10, 11, 12]. 2 Continuous Petri Nets Hybrid Petri nets have “fluidized” tokens flowing on their arcs in addition to the usual discrete tokens. They were extensively analyzed (see [19, 1], and =-=[18, 8]-=- for more recent surveys), and investigated from the standpoint of control and optimization in [2]. Their discrete tokens often represent discontinuities in the flow rates of the fluidized tokens, and... |

34 | First–order hybrid Petri nets: a model for optimization and control
- Balduzzi, Giua, et al.
- 2000
(Show Context)
Citation Context ...r arcs in addition to the usual discrete tokens. They were extensively analyzed (see [19, 1], and [18, 8] for more recent surveys), and investigated from the standpoint of control and optimization in =-=[2]-=-. Their discrete tokens often represent discontinuities in the flow rates of the fluidized tokens, and the flow rates are described via piecewise-analytic functions like (piecewise) constant, linear, ... |

31 |
On fluidification of Petri net models: from discrete to hybrid and continuous models
- Silva, Recalde
- 2004
(Show Context)
Citation Context ...namely [10, 11, 12]. 2 Continuous Petri Nets Hybrid Petri nets have “fluidized” tokens flowing on their arcs in addition to the usual discrete tokens. They were extensively analyzed (see [19, 1], and =-=[18, 8]-=- for more recent surveys), and investigated from the standpoint of control and optimization in [2]. Their discrete tokens often represent discontinuities in the flow rates of the fluidized tokens, and... |

27 |
Perturbation analysis for on-line control and optimization of stochastic fluid models
- Cassandras, Wardi, et al.
- 2002
(Show Context)
Citation Context ...ven dynamics at the lower level and event-driven dynamics at the upper level, and the two kinds of dynamics interact with each other through the controlled timing of the occurrence of discrete events =-=[4]-=-. In various optimization problems of interest the system’s dynamic behavior depends not only on time but also on a structural or control parameter denoted by θ. Furthermore, when θ represents a colle... |

11 |
Perturbation analysis and optimization of stochastic hybrid systems
- Cassandras, Wardi, et al.
- 2010
(Show Context)
Citation Context ... queues is that their IPA gradients are statistically unbiased in a far-larger class of networks and functions than those associated with discrete queues. For these reasons it has been suggested (see =-=[6]-=- and references therein) that the IPA gradients developed in the fluid-queue setting could be used in design optimization as well as in real-time control. Their theoretical underpinnings have been est... |

10 |
A unified approach to infinitesimal perturbation analysis in stochastic flow models: the single-stage case
- Wardi, Adams, et al.
- 2009
(Show Context)
Citation Context ...ld be used in design optimization as well as in real-time control. Their theoretical underpinnings have been established in [4, 20, 5], and algorithms for general network topologies were developed in =-=[21, 6, 23, 14]-=-. Examples in various application areas including telecommunications, manufacturing, traffic networks, and supply chains, were presented in [16, 24, 17, 22, 9, 7, 25]. The purpose of this paper is to ... |

7 | Stochastic flow systems: Modeling and sensitivity analysis - Cassandras - 2006 |

6 |
IPA gradient estimators in single-node stochastic fluid models
- Wardi, Melamed, et al.
- 2002
(Show Context)
Citation Context ...le gradients is Infinitesimal Perturbation Analysis (IPA). IPA originally was developed in the context of queueing networks [13, 3], and recently much of its investigation has focused on fluid queues =-=[4, 20]-=-. Fluid queueing networks, called stochastic flow models, provide a natural setting for IPA since their sample gradients often admit very simple algorithms amounting to little more than counting proce... |

4 |
Fluid-Stochastic-Event Graphs for Evaluation and Optimization of Discrete-Event Systems with Failures
- Xie
- 2002
(Show Context)
Citation Context ...d for all i = 2, . . . , n, ei is induced by ei1. Such a chain is called an induced chain. Can such a chain be infinite or loop around itself? For the case of uncontrolled networks, the arguments in =-=[22]-=- imply that the answer is “no” as long as Equations (1) and (2) are consistent throughout the network. The following assumption, or minor variants thereof, are routinely made in the literature on IPA ... |

3 | Fluid Approximation and Perturbation Analysis of a Dynamic Priority Call Center - Chen, Hu, et al. |

3 |
Control of Communication Networks Using Infinitesimal Perturbation Analysis of Stochastic Fluid Models
- Panayiotou, Cassandras, et al.
- 2004
(Show Context)
Citation Context ...general network topologies were developed in [21, 6, 23, 14]. Examples in various application areas including telecommunications, manufacturing, traffic networks, and supply chains, were presented in =-=[16, 24, 17, 22, 9, 7, 25]-=-. The purpose of this paper is to investigate the application of IPA to another category of stochastic hybrid systems, namely a class of decision-free continuous Petri nets called marked graphs. The k... |

3 | Cassandras. Infinitesimal Perturbation Analysis and Optimization for Make-To-Stock Manufacturing Systems Based on Stochastic Fluid Models. Discrete Event Dynamic Systems
- Panayiotou, G
- 2006
(Show Context)
Citation Context ...general network topologies were developed in [21, 6, 23, 14]. Examples in various application areas including telecommunications, manufacturing, traffic networks, and supply chains, were presented in =-=[16, 24, 17, 22, 9, 7, 25]-=-. The purpose of this paper is to investigate the application of IPA to another category of stochastic hybrid systems, namely a class of decision-free continuous Petri nets called marked graphs. The k... |

2 | IPA for Continuous Petri Nets
- Giua, Seatzu, et al.
(Show Context)
Citation Context ...n 4 considers an example of workload minimization, and Section 5 concludes the paper. The results presented herein summarize, build upon, and generalize those presented in three conferences, 2 namely =-=[10, 11, 12]-=-. 2 Continuous Petri Nets Hybrid Petri nets have “fluidized” tokens flowing on their arcs in addition to the usual discrete tokens. They were extensively analyzed (see [19, 1], and [18, 8] for more re... |

2 |
IPA for Continuous Petri Nets with Threshold-Based Flow Control
- Giua, Seatzu, et al.
(Show Context)
Citation Context ...n 4 considers an example of workload minimization, and Section 5 concludes the paper. The results presented herein summarize, build upon, and generalize those presented in three conferences, 2 namely =-=[10, 11, 12]-=-. 2 Continuous Petri Nets Hybrid Petri nets have “fluidized” tokens flowing on their arcs in addition to the usual discrete tokens. They were extensively analyzed (see [19, 1], and [18, 8] for more re... |

2 |
Cassandras. Optimal scheduling of parallel queues using stochastic flow models
- Kebarighotbi, G
- 2011
(Show Context)
Citation Context ...ld be used in design optimization as well as in real-time control. Their theoretical underpinnings have been established in [4, 20, 5], and algorithms for general network topologies were developed in =-=[21, 6, 23, 14]-=-. Examples in various application areas including telecommunications, manufacturing, traffic networks, and supply chains, were presented in [16, 24, 17, 22, 9, 7, 25]. The purpose of this paper is to ... |

2 |
Perturbation analysis and optimization of multiclass multiobjective stochastic flow models
- Yao, Cassandras
- 2011
(Show Context)
Citation Context ...ld be used in design optimization as well as in real-time control. Their theoretical underpinnings have been established in [4, 20, 5], and algorithms for general network topologies were developed in =-=[21, 6, 23, 14]-=-. Examples in various application areas including telecommunications, manufacturing, traffic networks, and supply chains, were presented in [16, 24, 17, 22, 9, 7, 25]. The purpose of this paper is to ... |

2 | A New Paradigm for an On-Line Management of Communication Networks with Multiplicative Feedback Control. Performance Evaluation and Planning Methods for the Next Generation Internet - Yu, Cassandras - 2005 |

2 |
IPA Gradients for Make-to-Stock Production-Inventory Systems with Lost Sales
- Zhao, Melamed
- 2007
(Show Context)
Citation Context ...general network topologies were developed in [21, 6, 23, 14]. Examples in various application areas including telecommunications, manufacturing, traffic networks, and supply chains, were presented in =-=[16, 24, 17, 22, 9, 7, 25]-=-. The purpose of this paper is to investigate the application of IPA to another category of stochastic hybrid systems, namely a class of decision-free continuous Petri nets called marked graphs. The k... |

1 | Derivative Estimation for Buffer Capacity of Continuous Transfer Lines Subject to Operation-Dependent Failures
- Fu, Xie
- 2002
(Show Context)
Citation Context |

1 | Application of IPA to Fluid Petri Nets
- Giua, Seatzu, et al.
(Show Context)
Citation Context ...n 4 considers an example of workload minimization, and Section 5 concludes the paper. The results presented herein summarize, build upon, and generalize those presented in three conferences, 2 namely =-=[10, 11, 12]-=-. 2 Continuous Petri Nets Hybrid Petri nets have “fluidized” tokens flowing on their arcs in addition to the usual discrete tokens. They were extensively analyzed (see [19, 1], and [18, 8] for more re... |