维修系统控制的随机优化

T. Farenhorst-Yuan, B. Heidergott
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摘要

本文研究多部件维修系统的随机优化问题。特别地,我们提出了一种新的幻相梯度估计器,称为CPhET。我们将CPhET估计器的性能与通用方法同步摄动(SP)的性能进行了比较。结果表明,CPhET比SP更适合于中等规模系统的灵敏度分析。此外,当控制参数向量的维数较小时,CPhET比SP更适合系统的优化。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Stochastic optimization for control of maintenance systems
This paper addresses stochastic optimization of a multi-component maintenance system. In particular, we present a novel phantom gradient estimator called CPhET. We compare the performance of the CPhET estimator with that of the general purpose method simultaneous perturbation (SP). Our results indicate that CPhET is more suitable than SP for sensitivity analysis of moderately sized systems. In addition, CPhET is preferable to SP for optimization of systems if the dimension of the vector of control parameters is small.
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