计算机科学
排队论
数学优化
离散事件仿真
分层排队网络
调度(生产过程)
事件(粒子物理)
最优化问题
随机优化
离散优化
理论计算机科学
算法
数学
模拟
量子力学
物理
计算机网络
作者
Wai Kin Victor Chan,Lee W. Schruben
出处
期刊:Operations Research
[Institute for Operations Research and the Management Sciences]
日期:2008-10-01
卷期号:56 (5): 1218-1237
被引量:65
标识
DOI:10.1287/opre.1080.0559
摘要
A methodology is given for modeling the dynamics of discrete-event stochastic systems as optimization problems. The intent is to provide a means to utilize the rich mathematical theory and algorithms of optimization in the study of this important class of systems. A procedure for mapping a simulation event relationship graph into a mixed-integer program is presented, along with examples of queueing networks and manufacturing systems that illustrate the approach. Several potential applications are examined, including automatic constraint generation for optimal resource scheduling, representations of max-plus algebra models for queueing system dynamics, response gradient estimation, and an unconventional technique for simulating queueing systems using virtual resources that are identified from the optimization models for these systems.
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