Algorithms of sensitivity information in discrete-even systems simulation

摘要

This paper considers the design, analysis, and operation of discrete event systems (DES) with performance J(θ) depending on the value of certain decision parameters θ ∈ Θ. Both engineers and managers are interested in information about the sensitivity of J(θ) with respect to certain continuous parameters θ. This sensitivity information is useful for what-if analysis, assessing the relative importance of each parameter θ, studying the local functional behavior, and construction of J(θ) over Θ. In addition to this valuable descriptive information, the sensitivity information is of prime importance in prescriptive analysis, namely optimization and goal-seeking problems where a 'good enough' solution is preferred. We present algorithms for obtaining sensitivity information on DES via simulation. The paper assumes an existing validated and verified simulation application in which the presented algorithms can be incorporated to provide powerful sensitivity information. Our focus is on enhancement, theoretical-unification, and some extensions of the existing algorithms. All algorithms are presented in English-like format and therefore can be implemented in a variety of operating systems and machines, providing unlimited portability.