이산형 변수 시스템의 설계를 위한 시뮬레이션 활용 기법 연구

A Method for Design of Discrete Variable Stochastic Systems using Simulation

  • 박경종 (프라이스워터하우스쿠퍼스)
  • 발행 : 1999.09.01

초록

This paper deals with a discrete simulation optimization method for designing a complex probabilistic discrete event system. The proposed algorithm in this paper searches the effective and reliable alternatives satisfying the target values of the system to be designed through a single run in a relatively short time period. It tries to estimate an autoregressive model, and construct mean and confidence interval for evaluating correctly the objective function obtained by small amount of output data. The experimental results using the proposed method are also shown.

키워드

참고문헌

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