Introduction to discrete event systems:
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2008
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Ausgabe: | 2. ed. |
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ISBN: | 0387333320 9780387333328 |
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100 | 1 | |a Cassandras, Christos G. |e Verfasser |4 aut | |
245 | 1 | 0 | |a Introduction to discrete event systems |c Christos G. Cassandras ; Stephane Lafortune |
250 | |a 2. ed. | ||
264 | 1 | |a Berlin [u.a.] |b Springer |c 2008 | |
300 | |a XXIII, 769 S. |b Ill., graph. Darst. | ||
336 | |b txt |2 rdacontent | ||
337 | |b n |2 rdamedia | ||
338 | |b nc |2 rdacarrier | ||
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689 | 0 | 0 | |a Diskretes Ereignissystem |0 (DE-588)4196828-1 |D s |
689 | 0 | |5 DE-604 | |
700 | 1 | |a Lafortune, Stéphane |e Verfasser |4 aut | |
856 | 4 | |u http://deposit.dnb.de/cgi-bin/dokserv?id=2813682&prov=M&dok_var=1&dok_ext=htm | |
856 | 4 | |u http://www.gbv.de/dms/ilmenau/toc/512945640.PDF |y Inhaltsverzeichnis |z lizenzfrei | |
856 | 4 | |u http://www3.ub.tu-berlin.de/ihv/001780437.pdf |3 Inhaltsverzeichnis | |
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Datensatz im Suchindex
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adam_text | Table
of Contents
Preface
-
Second Edition
XV
Preface
xvii
Organization of Book
................................ xxi
Systems and Models l
1.1
INTRODUCTION
................................. 1
1.2
SYSTEM AND CONTROL BASICS
....................... 2
1.2.1
The Concept of System
.......................... 2
1.2.2
The Input-Output Modeling Process
................... 2
1.2.3
The Concept of State
........................... 6
1.2.4
The State Space Modeling Process
.................... 8
1.2.5
Sample Paths of Dynamic Systems
.................... 13
1.2.6
State Spaces
................................ 15
1.2.7
The Concept of Control
.......................... 20
1.2.8
The Concept of Feedback
......................... 22
1.2.9
Discrete-Time Systems
........................... 25
1.3
DISCRETE EVENT SYSTEMS
......................... 26
1.3.1
The Concept of Event
........................... 27
1.3.2
Characteristic Properties of Discrete Event Systems
.......... 30
1.3.3
The Three Levels of Abstraction in the Study of Discrete Event Systems
33
1.3.4
Examples of Discrete Event Systems
................... 35
1.3.5
Hybrid Systems
............................... 43
1.4
SUMMARY OF SYSTEM CLASSIFICATIONS
................. 44
1.5
THE GOALS OF SYSTEM THEORY
...................... 46
SUMMARY
..................................... 48
PROBLEMS
.................................... 48
SELECTED REFERENCES
........................... 50
Languages and Automata
53
2.1
INTRODUCTION
................................. 53
2.2
THE CONCEPTS OF LANGUAGES AND AUTOMATA
........... 54
2.2.1
Language Models of Discrete-Event Systems
............... 54
2.2.2
Automata
.................................. 59
2.2.3
Languages Represented by Automata
.................. 62
2.2.4
Nondeterministic Automata
........................ 69
2.2.5
Automata with Inputs and Outputs
................... 72
2.3
OPERATIONS ON
AUTOMATA.........................
74
2.3.1
Unary Operations
............................. 75
2.3.2
Composition Operations
.......................... 77
2.3.3
State Space Refinement
.......................... 85
2.3.4
Observer Automata
............................ 87
2.3.5
Equivalence of Automata
......................... 90
2.4
FINITE-STATE AUTOMATA
.......................... 92
2.4.1
Definition and Properties of Regular Languages
............. 92
2.4.2
Regular Expressions
............................ 95
2.4.3
State Space Minimization
......................... 96
2.5
ANALYSIS OF DISCRETE-EVENT SYSTEMS
................ 100
2.5.1
Safety and Blocking Properties
...................... 101
2.5.2
Partially-Observed
DES
.......................... 102
2.5.3
Event Diagnosis
.............................. 108
2.5.4
Software Tools and Computational Complexity Issues
......... 117
2.5.5
Formal Verification and Model Checking
................. 118
SUMMARY
..................................... 119
PROBLEMS
.................................... 120
SELECTED REFERENCES
........................... 130
Supervisory Control
133
3.1
INTRODUCTION
.................................133
3.2
FEEDBACK CONTROL WITH SUPERVISORS
................135
3.2.1
Controlled Discrete Event Systems
....................135
3.2.2
Control Under Partial Observation
....................137
3.3
SPECIFICATIONS ON CONTROLLED SYSTEM
...............139
3.3.1
Modeling of Specifications as Automata
.................140
3.3.2
The Need for Formal Methods
......................143
3.4
CONTROL WITH PARTIAL CONTROLLABILITY
..............145
3.4.1
Controllability Theorem
..........................145
3.4.2
Realization of Supervisors
.........................148
3.4.3
The Property of Controllability
......................151
3.4.4
Some Supervisory Control Problems and Their Solutions
........156
3.4.5
Computation of K^0 : Prefix-Closed Case
................159
3.4.6
Computation of KiC
............................161
3.5
NONBLOCKING CONTROL
...........................163
3.5.1
Nonblocking Controllability Theorem
..................163
3.5.2
Nonblocking Supervisory Control
.....................164
3.5.3
Computation of
K^c:
General Case
...................167
3.5.4
Dealing with Blocking Supervisors
....................170
3.6
CONTROL WITH MODULAR SPECIFICATIONS
..............174
3.7
CONTROL UNDER PARTIAL OBSERVATION
................178
3.7.1
Controllability and Observability Theorem
...............178
3.7.2
Realization of P-Supervisors
........................185
3.7.3
The Property of Observability
......................188
3.7.4
Supervisory Control Problems Under Partial Observation
.......193
3.7.5
The Property of Normality
........................195
3.8
DECENTRALIZED CONTROL
.........................199
3.8.1
Conjunctive Architecture
.........................201
3.8.2
Disjunctive Architecture
..........................205
3.8.3
Combined Architecture
..........................208
3.8.4
Realization of Decentralized Supervisors
.................210
3.8.5
The Property of Coobservability
.....................210
3.8.6
Undecidability in Decentralized Control
.................211
SUMMARY
.....................................212
PROBLEMS
....................................213
SELECTED REFERENCES
...........................219
Petri
Nets
223
4.1
INTRODUCTION
.................................223
4.2
PETRI
NET BASICS
...............................224
4.2.1
Petri
Net Notation and Definitions
....................224
4.2.2
Petri
Net Markings and State Spaces
...................226
4.2.3
Petri
Net Dynamics
............................227
4.2.4
Petri
Net Languages
............................231
4.2.5
Petri
Net Models for Queueing Systems
.................233
4.3
COMPARISON OF
PETRI
NETS AND AUTOMATA
.............236
4.4
ANALYSIS OF
PETRI
NETS
..........................239
4.4.1
Problem Classification
...........................239
4.4.2
The Coverability Tree
...........................244
4.4.3
Applications of the Coverability Tree
...................247
4.4.4
Linear-Algebraic Techniques
........................250
4.5
CONTROL OF
PETRI
NETS
..........................253
4.5.1
Petri
Nets and Supervisory Control Theory
...............254
4.5.2
State-Based Control of
Petri
Nets
....................257
SUMMARY
.....................................260
PROBLEMS
....................................261
SELECTED REFERENCES
...........................266
Timed and Hybrid Models
269
5.1
INTRODUCTION
.................................269
5.2
TIMED AUTOMATA
...............................270
5.2.1
The Clock Structure
............................271
5.2.2
Event Timing Dynamics
..........................275
5.2.3
A State Space Model
............................278
5.2.4
Queueing Systems as Timed Automata
.................283
5.2.5
The Event Scheduling Scheme
.......................285
5.3
TIMED
PETRI
NETS
...............................286
5.3.1
Timed
Petri
Net Dynamics
........................288
5.3.2
Queueing Systems as Timed
Petri
Nets
.................290
5.4
DIOID ALGEBRAS
................................292
5.4.1
Basic Properties of the (max,
+)
Algebra
................292
5.4.2
Modeling Queueing Systems in the (max,
+)
Algebra
.........294
5.5
ALTERNATIVE TIMED MODELS
.......................297
5.6
TIMED AUTOMATA WITH GUARDS
.....................299
5.6.1
Model Definition
..............................300
5.6.2
Model Execution
..............................303
5.6.3
Parallel Composition
............................305
5.6.4
Untiming
..................................307
5.7
HYBRID MODELS
................................311
5.7.1
Hybrid Automata
.............................312
SUMMARY
.....................................318
PROBLEMS
....................................319
SELECTED REFERENCES
...........................324
Stochastic Timed Automata
327
6.1
INTRODUCTION
.................................327
6.2
STOCHASTIC PROCESS BASICS
........................328
6.2.1
Continuous-state and Discrete-state Stochastic Processes
.......329
6.2.2
Continuous-time and Discrete-time Stochastic Processes
........329
6.2.3
Some Important Classes of Stochastic Processes
.............329
6.3
STOCHASTIC CLOCK STRUCTURES
.....................333
6.4
STOCHASTIC TIMED AUTOMATA
......................334
6.5
THE GENERALIZED SEMI-MARKOV PROCESS
..............336
6.5.1
Queueing Systems as Stochastic Timed Automata
...........339
6.5.2
GSMP Analysis
...............................340
6.6
THE
POISSON
COUNTING PROCESS
.....................341
6.7
PROPERTIES OF THE
POISSON
PROCESS
.................347
6.7.1
Exponentially Distributed Interevent Times
...............347
6.7.2
The Memoryless Property
.........................348
6.7.3
Superposition of
Poisson
Processes
....................351
6.7.4
The Residual Lifetime Paradox
......................353
6.8
AUTOMATA WITH
POISSON
CLOCK STRUCTURE
............355
6.8.1
Distribution of Interevent Times
.....................356
6.8.2
Distribution of Events
...........................357
6.8.3
Markov Chains
...............................359
6.9
EXTENSIONS OF THE GSMP
.........................360
SUMMARY
.....................................362
PROBLEMS
....................................364
SELECTED REFERENCES
...........................367
Markov Chains
369
7.1
INTRODUCTION
.................................369
7.2
DISCRETE-TIME MARKOV CHAINS
.....................370
7.2.1
Model Specification
............................370
7.2.2
Transition Probabilities and the Chapman-Kolmogorov Equations
. . 371
7.2.3
Homogeneous Markov Chains
.......................372
7.2.4
The Transition Probability Matrix
....................374
7.2.5
State Holding Times
............................377
7.2.6
State Probabilities
.............................378
7.2.7
Transient Analysis
.............................378
7.2.8
Classification of States
...........................382
7.2.9
Steady State Analysis
...........................391
7.2.10
Irreducible Markov Chains
........................392
7.2.11
Reducible Markov Chains
.........................397
7.3
CONTINUOUS-TIME MARKOV CHAINS
...................399
7.3.1
Model Specification
............................400
7.3.2
Transition Functions
............................400
7.3.3
The Transition Rate Matrix
........................401
7.3.4
Homogeneous Markov Chains
.......................402
7.3.5
State Holding Times
............................402
7.3.6
Physical Interpretation and Properties of the Transition Rate Matrix
. 403
7.3.7
Transition Probabilities
..........................405
7.3.8
State Probabilities
.............................407
7.3.9
Transient Analysis
.............................407
7.3.10
Steady State Analysis
...........................410
7.4
BIRTH-DEATH CHAINS
.............................412
7.4.1
The Pure Birth Chain
...........................414
7.4.2
The
Poisson
Process Revisited
......................415
7.4.3
Steady State Analysis of Birth-Death Chains
..............415
7.5
UNIFORMIZATION OF MARKOV CHAINS
..................417
SUMMARY
.....................................421
PROBLEMS
....................................422
SELECTED REFERENCES
...........................427
8
Introduction to Queueing Theory
429
8.1
INTRODUCTION
.................................429
8.2
SPECIFICATION OF QUEUEING MODELS
..................430
8.2.1
Stochastic Models for Arrival and Service Processes
..........430
8.2.2
Structural Parameters
...........................431
8.2.3
Operating Policies
.............................431
8.2.4
The A/B/m/K Notation
.........................432
8.2.5
Open and Closed Queueing Systems
...................434
8.3
PERFORMANCE OF A QUEUEING SYSTEM
................434
8.4
QUEUEING SYSTEM DYNAMICS
.......................437
8.5
LITTLE S LAW
..................................439
8.6
SIMPLE MARKOVIAN QUEUEING SYSTEMS
................442
8.6.1
The M/M/l Queueing System
......................444
8.6.2
The M/M/m Queueing System
......................448
8.6.3
The M/M/oo Queueing System
......................452
8.6.4
The M/M/l/ K Queueing System
....................454
8.6.5
The M/M/m/m Queueing System
....................458
8.6.6
The M/M/l//N Queueing System
....................459
8.6.7
The M/M/m/K/N Queueing System
..................461
8.7
MARKOVIAN QUEUEING NETWORKS
....................462
8.7.1
The Departure Process of the M/M/l Queueing System
........464
8.7.2
Open Queueing Networks
.........................467
8.7.3
Closed Queueing Networks
........................471
8.7.4
Product Form Networks
..........................476
8.8
NON-MARKOVIAN
QUEUEING SYSTEMS
..................478
8.8.1
The Method of Stages
...........................479
8.8.2
Mean Value Analysis of the M/G/l Queueing System
.........482
8.8.3
Software Tools for the Analysis of General Queueing Networks
.... 488
SUMMARY
.....................................490
PROBLEMS
....................................491
SELECTED REFERENCES
...........................496
θ
Controlled Markov Chains
499
9.1
INTRODUCTION
.................................499
9.2
APPLYING CONTROL IN MARKOV CHAINS
...............500
9.3
MARKOV DECISION PROCESSES
.......................502
9.3.1
Cost Criteria
................................503
9.3.2
Uniformization
...............................504
9.3.3
The Basic Markov Decision Problem
...................506
9.4
SOLVING MARKOV DECISION PROBLEMS
.................510
9.4.1
The Basic Idea of Dynamic Programming
................510
9.4.2
Dynamic Programming and the Optimality Equation
..........514
9.4.3
Extensions to Unbounded and Undiscounted Costs
...........524
9.4.4
Optimization of the Average Cost Criterion
...............532
9.5
CONTROL OF QUEUEING SYSTEMS
.....................535
9.5.1
The Admission Problem
..........................537
9.5.2
The Routing Problem
...........................542
9.5.3
The Scheduling Problem
..........................546
SUMMARY
.....................................552
PROBLEMS
....................................553
SELECTED REFERENCES
...........................554
10
Introduction to Discrete-Event Simulation
557
10.1
INTRODUCTION
................................557
10.2
THE EVENT SCHEDULING SCHEME
...................558
10.2.1
Simulation of a Simple Queueing System
..... ..........561
10.3
THE PROCESS-ORIENTED SIMULATION SCHEME
...........573
10.4
DISCRETE-EVENT SIMULATION LANGUAGES
.............574
10.5
RANDOM NUMBER GENERATION
.....................576
10.5.1
The Linear Congruential Technique
..................577
10.6
RANDOM
VARIATE
GENERATION
.....................578
10.6.1
The Inverse Transform Technique
...................579
10.6.2
The Convolution Technique
......................582
10.6.3
The Composition Technique
......................583
10.6.4
The Acceptance-Rejection Technique
.................583
10.7
OUTPUT ANALYSIS
..............................587
10.7.1
Simulation Characterizations
.....................587
10.7.2
Parameter Estimation
.........................589
10.7.3
Output Analysis of Terminating Simulations
.............595
10.7.4
Output Analysis of
Non-
Terminating Simulations
..........598
SUMMARY
...................................604
PROBLEMS
...................................605
SELECTED REFERENCES
..........................614
11
Sensitivity Analysis and Concurrent Estimation
617
11.1
INTRODUCTION
................................617
11.2
SAMPLE FUNCTIONS AND THEIR DERIVATIVES
...........619
11.2.1
Performance Sensitivities
.......................620
11.2.2
The Uses of Sensitivity Information
..................621
11.3
PERTURBATION ANALYSIS: SOME KEY IDEAS
.............623
11.4
PA OF GI/G/l QUEUEING SYSTEMS
...................629
11.4.1
Perturbation Generation
........................630
11.4.2
Perturbation Propagation
.......................634
11.4.3
Infinitesimal Perturbation Analysis
(IPA)
..............639
11.4.4
Implementation of
IPA
for the GI/G/l System
...........649
11.5
IPA
FOR STOCHASTIC TIMED AUTOMATA
...............650
11.5.1
Event Time Derivatives
........................652
11.5.2
Sample Function Derivatives
.....................655
11.5.3
Performance Measure Derivatives
...................657
11.5.4
IPA
Applications
............................665
11.6
SENSITIVITY ESTIMATION REVISITED
.................670
11.7
EXTENSIONS OF
IPA
.............................673
11.7.1
Discontinuities due to Multiple Customer Classes
..........673
11.7.2
Discontinuities due to Routing Decisions
...............678
11.7.3
Discontinuities due to Blocking:
IPA
with Event
Rescheduling
(RIPA)
..........................680
11.8
SMOOTHED PERTURBATION ANALYSIS (SPA)
.............681
11.8.1
Systems with Real-Time Constraints
.................685
11.8.2
Marking and Phantomizing Techniques
................687
11.9
IPA
FOR STOCHASTIC HYBRID AUTOMATA
..............691
11.9.1
Stochastic Fluid Models (SFMs)
...................693
11.9.2
Sample paths of SFMs
.........................695
11.9.3
Comparing SFMs to Their
DES
Counterparts
............697
11.9.4
IPA
for a Single-Class Single-Node SFM
...............700
11.9.5
IPA
for SFMs with Multiple Classes, Multiple Nodes
and Feedback
..............................705
11.10
PA FOR FINITE PARAMETER CHANGES
.................705
11.11
CONCURRENT ESTIMATION
........................706
11.11.1
The Sample Path Constructability Problem
.............707
11.11.2
Uses of Concurrent Estimation: Rapid Learning
.........709
11.11.3
Sample Path Constructability Conditions
..............710
11.11.4
The Standard Clock Approach
....................714
11.11.5
Augmented System Analysis
.....................718
11.11.6
The Time Warping Algorithm
...................725
SUMMARY
...................................730
PROBLEMS
...................................732
SELECTED REFERENCES
..........................736
I Review of Probability Theory
741
1.1 BASIC CONCEPTS AND DEFINITIONS
....................741
1.2
CONDITIONAL PROBABILITY
.........................743
1.3
RANDOM VARIABLES
..............................744
xiv
I Table of Contents
1.4
CONDITIONAL DISTRIBUTIONS
.......................745
1.5
FUNCTIONS OF RANDOM VARIABLES
...................746
1.6
EXPECTATION
..................................747
1.7
CHARACTERISTIC FUNCTIONS
........................748
1.8
RANDOM SEQUENCES AND RANDOM PROCESSES
...........751
II
IPA
Estimator
755
Index
761
About the Authors
771
|
adam_txt |
Table
of Contents
Preface
-
Second Edition
XV
Preface
xvii
Organization of Book
. xxi
Systems and Models l
1.1
INTRODUCTION
. 1
1.2
SYSTEM AND CONTROL BASICS
. 2
1.2.1
The Concept of System
. 2
1.2.2
The Input-Output Modeling Process
. 2
1.2.3
The Concept of State
. 6
1.2.4
The State Space Modeling Process
. 8
1.2.5
Sample Paths of Dynamic Systems
. 13
1.2.6
State Spaces
. 15
1.2.7
The Concept of Control
. 20
1.2.8
The Concept of Feedback
. 22
1.2.9
Discrete-Time Systems
. 25
1.3
DISCRETE EVENT SYSTEMS
. 26
1.3.1
The Concept of Event
. 27
1.3.2
Characteristic Properties of Discrete Event Systems
. 30
1.3.3
The Three Levels of Abstraction in the Study of Discrete Event Systems
33
1.3.4
Examples of Discrete Event Systems
. 35
1.3.5
Hybrid Systems
. 43
1.4
SUMMARY OF SYSTEM CLASSIFICATIONS
. 44
1.5
THE GOALS OF SYSTEM THEORY
. 46
SUMMARY
. 48
PROBLEMS
. 48
SELECTED REFERENCES
. 50
Languages and Automata
53
2.1
INTRODUCTION
. 53
2.2
THE CONCEPTS OF LANGUAGES AND AUTOMATA
. 54
2.2.1
Language Models of Discrete-Event Systems
. 54
2.2.2
Automata
. 59
2.2.3
Languages Represented by Automata
. 62
2.2.4
Nondeterministic Automata
. 69
2.2.5
Automata with Inputs and Outputs
. 72
2.3
OPERATIONS ON
AUTOMATA.
74
2.3.1
Unary Operations
. 75
2.3.2
Composition Operations
. 77
2.3.3
State Space Refinement
. 85
2.3.4
Observer Automata
. 87
2.3.5
Equivalence of Automata
. 90
2.4
FINITE-STATE AUTOMATA
. 92
2.4.1
Definition and Properties of Regular Languages
. 92
2.4.2
Regular Expressions
. 95
2.4.3
State Space Minimization
. 96
2.5
ANALYSIS OF DISCRETE-EVENT SYSTEMS
. 100
2.5.1
Safety and Blocking Properties
. 101
2.5.2
Partially-Observed
DES
. 102
2.5.3
Event Diagnosis
. 108
2.5.4
Software Tools and Computational Complexity Issues
. 117
2.5.5
Formal Verification and Model Checking
. 118
SUMMARY
. 119
PROBLEMS
. 120
SELECTED REFERENCES
. 130
Supervisory Control
133
3.1
INTRODUCTION
.133
3.2
FEEDBACK CONTROL WITH SUPERVISORS
.135
3.2.1
Controlled Discrete Event Systems
.135
3.2.2
Control Under Partial Observation
.137
3.3
SPECIFICATIONS ON CONTROLLED SYSTEM
.139
3.3.1
Modeling of Specifications as Automata
.140
3.3.2
The Need for Formal Methods
.143
3.4
CONTROL WITH PARTIAL CONTROLLABILITY
.145
3.4.1
Controllability Theorem
.145
3.4.2
Realization of Supervisors
.148
3.4.3
The Property of Controllability
.151
3.4.4
Some Supervisory Control Problems and Their Solutions
.156
3.4.5
Computation of K^0': Prefix-Closed Case
.159
3.4.6
Computation of KiC
.161
3.5
NONBLOCKING CONTROL
.163
3.5.1
Nonblocking Controllability Theorem
.163
3.5.2
Nonblocking Supervisory Control
.164
3.5.3
Computation of
K^c:
General Case
.167
3.5.4
Dealing with Blocking Supervisors
.170
3.6
CONTROL WITH MODULAR SPECIFICATIONS
.174
3.7
CONTROL UNDER PARTIAL OBSERVATION
.178
3.7.1
Controllability and Observability Theorem
.178
3.7.2
Realization of P-Supervisors
.185
3.7.3
The Property of Observability
.188
3.7.4
Supervisory Control Problems Under Partial Observation
.193
3.7.5
The Property of Normality
.195
3.8
DECENTRALIZED CONTROL
.199
3.8.1
Conjunctive Architecture
.201
3.8.2
Disjunctive Architecture
.205
3.8.3
Combined Architecture
.208
3.8.4
Realization of Decentralized Supervisors
.210
3.8.5
The Property of Coobservability
.210
3.8.6
Undecidability in Decentralized Control
.211
SUMMARY
.212
PROBLEMS
.213
SELECTED REFERENCES
.219
Petri
Nets
223
4.1
INTRODUCTION
.223
4.2
PETRI
NET BASICS
.224
4.2.1
Petri
Net Notation and Definitions
.224
4.2.2
Petri
Net Markings and State Spaces
.226
4.2.3
Petri
Net Dynamics
.227
4.2.4
Petri
Net Languages
.231
4.2.5
Petri
Net Models for Queueing Systems
.233
4.3
COMPARISON OF
PETRI
NETS AND AUTOMATA
.236
4.4
ANALYSIS OF
PETRI
NETS
.239
4.4.1
Problem Classification
.239
4.4.2
The Coverability Tree
.244
4.4.3
Applications of the Coverability Tree
.247
4.4.4
Linear-Algebraic Techniques
.250
4.5
CONTROL OF
PETRI
NETS
.253
4.5.1
Petri
Nets and Supervisory Control Theory
.254
4.5.2
State-Based Control of
Petri
Nets
.257
SUMMARY
.260
PROBLEMS
.261
SELECTED REFERENCES
.266
Timed and Hybrid Models
269
5.1
INTRODUCTION
.269
5.2
TIMED AUTOMATA
.270
5.2.1
The Clock Structure
.271
5.2.2
Event Timing Dynamics
.275
5.2.3
A State Space Model
.278
5.2.4
Queueing Systems as Timed Automata
.283
5.2.5
The Event Scheduling Scheme
.285
5.3
TIMED
PETRI
NETS
.286
5.3.1
Timed
Petri
Net Dynamics
.288
5.3.2
Queueing Systems as Timed
Petri
Nets
.290
5.4
DIOID ALGEBRAS
.292
5.4.1
Basic Properties of the (max,
+)
Algebra
.292
5.4.2
Modeling Queueing Systems in the (max,
+)
Algebra
.294
5.5
ALTERNATIVE TIMED MODELS
.297
5.6
TIMED AUTOMATA WITH GUARDS
.299
5.6.1
Model Definition
.300
5.6.2
Model Execution
.303
5.6.3
Parallel Composition
.305
5.6.4
Untiming
.307
5.7
HYBRID MODELS
.311
5.7.1
Hybrid Automata
.312
SUMMARY
.318
PROBLEMS
.319
SELECTED REFERENCES
.324
Stochastic Timed Automata
327
6.1
INTRODUCTION
.327
6.2
STOCHASTIC PROCESS BASICS
.328
6.2.1
Continuous-state and Discrete-state Stochastic Processes
.329
6.2.2
Continuous-time and Discrete-time Stochastic Processes
.329
6.2.3
Some Important Classes of Stochastic Processes
.329
6.3
STOCHASTIC CLOCK STRUCTURES
.333
6.4
STOCHASTIC TIMED AUTOMATA
.334
6.5
THE GENERALIZED SEMI-MARKOV PROCESS
.336
6.5.1
Queueing Systems as Stochastic Timed Automata
.339
6.5.2
GSMP Analysis
.340
6.6
THE
POISSON
COUNTING PROCESS
.341
6.7
PROPERTIES OF THE
POISSON
PROCESS
.347
6.7.1
Exponentially Distributed Interevent Times
.347
6.7.2
The Memoryless Property
.348
6.7.3
Superposition of
Poisson
Processes
.351
6.7.4
The Residual Lifetime Paradox
.353
6.8
AUTOMATA WITH
POISSON
CLOCK STRUCTURE
.355
6.8.1
Distribution of Interevent Times
.356
6.8.2
Distribution of Events
.357
6.8.3
Markov Chains
.359
6.9
EXTENSIONS OF THE GSMP
.360
SUMMARY
.362
PROBLEMS
.364
SELECTED REFERENCES
.367
Markov Chains
369
7.1
INTRODUCTION
.369
7.2
DISCRETE-TIME MARKOV CHAINS
.370
7.2.1
Model Specification
.370
7.2.2
Transition Probabilities and the Chapman-Kolmogorov Equations
. . 371
7.2.3
Homogeneous Markov Chains
.372
7.2.4
The Transition Probability Matrix
.374
7.2.5
State Holding Times
.377
7.2.6
State Probabilities
.378
7.2.7
Transient Analysis
.378
7.2.8
Classification of States
.382
7.2.9
Steady State Analysis
.391
7.2.10
Irreducible Markov Chains
.392
7.2.11
Reducible Markov Chains
.397
7.3
CONTINUOUS-TIME MARKOV CHAINS
.399
7.3.1
Model Specification
.400
7.3.2
Transition Functions
.400
7.3.3
The Transition Rate Matrix
.401
7.3.4
Homogeneous Markov Chains
.402
7.3.5
State Holding Times
.402
7.3.6
Physical Interpretation and Properties of the Transition Rate Matrix
. 403
7.3.7
Transition Probabilities
.405
7.3.8
State Probabilities
.407
7.3.9
Transient Analysis
.407
7.3.10
Steady State Analysis
.410
7.4
BIRTH-DEATH CHAINS
.412
7.4.1
The Pure Birth Chain
.414
7.4.2
The
Poisson
Process Revisited
.415
7.4.3
Steady State Analysis of Birth-Death Chains
.415
7.5
UNIFORMIZATION OF MARKOV CHAINS
.417
SUMMARY
.421
PROBLEMS
.422
SELECTED REFERENCES
.427
8
Introduction to Queueing Theory
429
8.1
INTRODUCTION
.429
8.2
SPECIFICATION OF QUEUEING MODELS
.430
8.2.1
Stochastic Models for Arrival and Service Processes
.430
8.2.2
Structural Parameters
.431
8.2.3
Operating Policies
.431
8.2.4
The A/B/m/K Notation
.432
8.2.5
Open and Closed Queueing Systems
.434
8.3
PERFORMANCE OF A QUEUEING SYSTEM
.434
8.4
QUEUEING SYSTEM DYNAMICS
.437
8.5
LITTLE'S LAW
.439
8.6
SIMPLE MARKOVIAN QUEUEING SYSTEMS
.442
8.6.1
The M/M/l Queueing System
.444
8.6.2
The M/M/m Queueing System
.448
8.6.3
The M/M/oo Queueing System
.452
8.6.4
The M/M/l/'K Queueing System
.454
8.6.5
The M/M/m/m Queueing System
.458
8.6.6
The M/M/l//N Queueing System
.459
8.6.7
The M/M/m/K/N Queueing System
.461
8.7
MARKOVIAN QUEUEING NETWORKS
.462
8.7.1
The Departure Process of the M/M/l Queueing System
.464
8.7.2
Open Queueing Networks
.467
8.7.3
Closed Queueing Networks
.471
8.7.4
Product Form Networks
.476
8.8
NON-MARKOVIAN
QUEUEING SYSTEMS
.478
8.8.1
The Method of Stages
.479
8.8.2
Mean Value Analysis of the M/G/l Queueing System
.482
8.8.3
Software Tools for the Analysis of General Queueing Networks
. 488
SUMMARY
.490
PROBLEMS
.491
SELECTED REFERENCES
.496
θ
Controlled Markov Chains
499
9.1
INTRODUCTION
.499
9.2
APPLYING "CONTROL" IN MARKOV CHAINS
.500
9.3
MARKOV DECISION PROCESSES
.502
9.3.1
Cost Criteria
.503
9.3.2
Uniformization
.504
9.3.3
The Basic Markov Decision Problem
.506
9.4
SOLVING MARKOV DECISION PROBLEMS
.510
9.4.1
The Basic Idea of Dynamic Programming
.510
9.4.2
Dynamic Programming and the Optimality Equation
.514
9.4.3
Extensions to Unbounded and Undiscounted Costs
.524
9.4.4
Optimization of the Average Cost Criterion
.532
9.5
CONTROL OF QUEUEING SYSTEMS
.535
9.5.1
The Admission Problem
.537
9.5.2
The Routing Problem
.542
9.5.3
The Scheduling Problem
.546
SUMMARY
.552
PROBLEMS
.553
SELECTED REFERENCES
.554
10
Introduction to Discrete-Event Simulation
557
10.1
INTRODUCTION
.557
10.2
THE EVENT SCHEDULING SCHEME
.558
10.2.1
Simulation of a Simple Queueing System
.'.561
10.3
THE PROCESS-ORIENTED SIMULATION SCHEME
.573
10.4
DISCRETE-EVENT SIMULATION LANGUAGES
.574
10.5
RANDOM NUMBER GENERATION
.576
10.5.1
The Linear Congruential Technique
.577
10.6
RANDOM
VARIATE
GENERATION
.578
10.6.1
The Inverse Transform Technique
.579
10.6.2
The Convolution Technique
.582
10.6.3
The Composition Technique
.583
10.6.4
The Acceptance-Rejection Technique
.583
10.7
OUTPUT ANALYSIS
.587
10.7.1
Simulation Characterizations
.587
10.7.2
Parameter Estimation
.589
10.7.3
Output Analysis of Terminating Simulations
.595
10.7.4
Output Analysis of
Non-
Terminating Simulations
.598
SUMMARY
.604
PROBLEMS
.605
SELECTED REFERENCES
.614
11
Sensitivity Analysis and Concurrent Estimation
617
11.1
INTRODUCTION
.617
11.2
SAMPLE FUNCTIONS AND THEIR DERIVATIVES
.619
11.2.1
Performance Sensitivities
.620
11.2.2
The Uses of Sensitivity Information
.621
11.3
PERTURBATION ANALYSIS: SOME KEY IDEAS
.623
11.4
PA OF GI/G/l QUEUEING SYSTEMS
.629
11.4.1
Perturbation Generation
.630
11.4.2
Perturbation Propagation
.634
11.4.3
Infinitesimal Perturbation Analysis
(IPA)
.639
11.4.4
Implementation of
IPA
for the GI/G/l System
.649
11.5
IPA
FOR STOCHASTIC TIMED AUTOMATA
.650
11.5.1
Event Time Derivatives
.652
11.5.2
Sample Function Derivatives
.655
11.5.3
Performance Measure Derivatives
.657
11.5.4
IPA
Applications
.665
11.6
SENSITIVITY ESTIMATION REVISITED
.670
11.7
EXTENSIONS OF
IPA
.673
11.7.1
Discontinuities due to Multiple Customer Classes
.673
11.7.2
Discontinuities due to Routing Decisions
.678
11.7.3
Discontinuities due to Blocking:
IPA
with Event
Rescheduling
(RIPA)
.680
11.8
SMOOTHED PERTURBATION ANALYSIS (SPA)
.681
11.8.1
Systems with Real-Time Constraints
.685
11.8.2
Marking and Phantomizing Techniques
.687
11.9
IPA
FOR STOCHASTIC HYBRID AUTOMATA
.691
11.9.1
Stochastic Fluid Models (SFMs)
.693
11.9.2
Sample paths of SFMs
.695
11.9.3
Comparing SFMs to Their
DES
Counterparts
.697
11.9.4
IPA
for a Single-Class Single-Node SFM
.700
11.9.5
IPA
for SFMs with Multiple Classes, Multiple Nodes
and Feedback
.705
11.10
PA FOR FINITE PARAMETER CHANGES
.705
11.11
CONCURRENT ESTIMATION
.706
11.11.1
The Sample Path Constructability Problem
.707
11.11.2
Uses of Concurrent Estimation: "Rapid Learning"
.709
11.11.3
Sample Path Constructability Conditions
.710
11.11.4
The Standard Clock Approach
.714
11.11.5
Augmented System Analysis
.718
11.11.6
The "Time Warping" Algorithm
.725
SUMMARY
.730
PROBLEMS
.732
SELECTED REFERENCES
.736
I Review of Probability Theory
741
1.1 BASIC CONCEPTS AND DEFINITIONS
.741
1.2
CONDITIONAL PROBABILITY
.743
1.3
RANDOM VARIABLES
.744
xiv
I Table of Contents
1.4
CONDITIONAL DISTRIBUTIONS
.745
1.5
FUNCTIONS OF RANDOM VARIABLES
.746
1.6
EXPECTATION
.747
1.7
CHARACTERISTIC FUNCTIONS
.748
1.8
RANDOM SEQUENCES AND RANDOM PROCESSES
.751
II
IPA
Estimator
755
Index
761
About the Authors
771 |
any_adam_object | 1 |
any_adam_object_boolean | 1 |
author | Cassandras, Christos G. Lafortune, Stéphane |
author_facet | Cassandras, Christos G. Lafortune, Stéphane |
author_role | aut aut |
author_sort | Cassandras, Christos G. |
author_variant | c g c cg cgc s l sl |
building | Verbundindex |
bvnumber | BV021798454 |
classification_rvk | QH 721 ST 130 ZQ 5200 |
classification_tum | DAT 780f MSR 010f |
ctrlnum | (OCoLC)255370614 (DE-599)BVBBV021798454 |
discipline | Maschinenbau / Maschinenwesen Informatik Mess-/Steuerungs-/Regelungs-/Automatisierungstechnik Wirtschaftswissenschaften Mess-/Steuerungs-/Regelungs-/Automatisierungstechnik / Mechatronik |
discipline_str_mv | Maschinenbau / Maschinenwesen Informatik Mess-/Steuerungs-/Regelungs-/Automatisierungstechnik Wirtschaftswissenschaften Mess-/Steuerungs-/Regelungs-/Automatisierungstechnik / Mechatronik |
edition | 2. ed. |
format | Book |
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id | DE-604.BV021798454 |
illustrated | Illustrated |
index_date | 2024-07-02T15:47:02Z |
indexdate | 2024-07-09T20:44:52Z |
institution | BVB |
isbn | 0387333320 9780387333328 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-015011003 |
oclc_num | 255370614 |
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physical | XXIII, 769 S. Ill., graph. Darst. |
publishDate | 2008 |
publishDateSearch | 2008 |
publishDateSort | 2008 |
publisher | Springer |
record_format | marc |
spelling | Cassandras, Christos G. Verfasser aut Introduction to discrete event systems Christos G. Cassandras ; Stephane Lafortune 2. ed. Berlin [u.a.] Springer 2008 XXIII, 769 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier Diskretes Ereignissystem (DE-588)4196828-1 gnd rswk-swf Diskretes Ereignissystem (DE-588)4196828-1 s DE-604 Lafortune, Stéphane Verfasser aut http://deposit.dnb.de/cgi-bin/dokserv?id=2813682&prov=M&dok_var=1&dok_ext=htm http://www.gbv.de/dms/ilmenau/toc/512945640.PDF Inhaltsverzeichnis lizenzfrei http://www3.ub.tu-berlin.de/ihv/001780437.pdf Inhaltsverzeichnis Digitalisierung UB Passau application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015011003&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
spellingShingle | Cassandras, Christos G. Lafortune, Stéphane Introduction to discrete event systems Diskretes Ereignissystem (DE-588)4196828-1 gnd |
subject_GND | (DE-588)4196828-1 |
title | Introduction to discrete event systems |
title_auth | Introduction to discrete event systems |
title_exact_search | Introduction to discrete event systems |
title_exact_search_txtP | Introduction to discrete event systems |
title_full | Introduction to discrete event systems Christos G. Cassandras ; Stephane Lafortune |
title_fullStr | Introduction to discrete event systems Christos G. Cassandras ; Stephane Lafortune |
title_full_unstemmed | Introduction to discrete event systems Christos G. Cassandras ; Stephane Lafortune |
title_short | Introduction to discrete event systems |
title_sort | introduction to discrete event systems |
topic | Diskretes Ereignissystem (DE-588)4196828-1 gnd |
topic_facet | Diskretes Ereignissystem |
url | http://deposit.dnb.de/cgi-bin/dokserv?id=2813682&prov=M&dok_var=1&dok_ext=htm http://www.gbv.de/dms/ilmenau/toc/512945640.PDF http://www3.ub.tu-berlin.de/ihv/001780437.pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015011003&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
work_keys_str_mv | AT cassandraschristosg introductiontodiscreteeventsystems AT lafortunestephane introductiontodiscreteeventsystems |
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Inhaltsverzeichnis