PYIA: Optimization and Control of Discrete Event Systems

本文的主要研究内容是对非线性系统的优化与控制。 离散事件随机系统 在优化方面， 是发展随机逼近和随机优化 方法.由于优化离散事件的主要困难 系统通常与其组合性质有关， 组合优化（例如拟阵和多拟阵理论）将 将其纳入此类系统的随机优化中。 对 在控制方面，重点将放在强度控制点上 过程（例如，驱动排队网络的动态）。 随机非线性滤波问题也将在 点过程驱动系统的设置。 理论的应用和 从这项研究中开发的方法将在两个领域：多- 媒体通信网络与计算机集成制造 系统. 这是一个总统青年调查员奖， 离散事件随机优化与控制研究 系统. 这些系统模型是在分析和设计许多 多媒体通信等重要工程过程 网络和计算机集成制造工厂。 预计 这项研究的结果将使我们更好地了解 这些模型和更好的方法来控制这些系统。

The main topic of this research is optimization and control of discrete event stochastic systems. On the optimization side, the focus is on developing stochastic approximation and stochastic optimization methods. Since the major difficulty in optimizing a discrete event system often has to do with its combinatorial nature, tools in combinatorial optimization (e.g. matroid and polymatroid theories) will be incorporated into the stochastic optimization of such systems. On the control side, the focus will be on the intensity control of point processes (which drive the dynamics of a queuing network, for instance). Stochastic non-linear filtering problems will also be addressed in the setting of point process driven systems. Applications of the theory and methodologies developed from this research will be in two areas: multi- media communication networks and computer integrated manufacturing systems. This is a Presidential Young Investigator Award to carry out research into optimization and control of discrete event stochastic systems. These systems models arise in analyzing and designing many important engineering precesses such as multi-media communication networks and computer integrated manufacturing plants. It is expected that the results of this research will yield better understanding of these models and better means of controlling such systems.