CAREER: Comparing Alternative System Designs Using Simulation

职业：使用仿真比较替代系统设计

• 批准号: 9624469
• 负责人: Marvin Nakayama
• 金额: $ 21万
• 依托单位: New Jersey Institute of Technology
• 依托单位国家: 美国
• 项目类别: Continuing Grant
• 财政年份: 1996
• 资助国家: 美国
• 起止时间: 1996-09-01 至 2002-08-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=9624469&HistoricalAwards=false
• 关键词: CAREER; Comparing; Alternative; System; Designs

9624469 Nakayama This project involves the development of asymptotically valid simulation procedures for comparing the steady-state behavior of a small number (less than 20) of different systems. Most steady-state comparison results for simulation assume that the underlying populations are normally distributed, and that observations from each population are independent and identically distributed. These assumptions are violated in many practical situations, particularly in complex dynamic systems, where observations may be highly correlated and not normally distributed. This research develops simultaneous confidence intervals for steady-state parameters of stochastic processes under a much weaker assumption, namely that the underlying stochastic process satisfies a functional central limit theorem. The research focuses specifically on developing simultaneous confidence intervals for pairwise comparisons of means, contrasts, linear combinations of means, multiple comparisons with a control, and multiple comparisons with the best. A software package will be developed that incorporates the new techniques developed. The educational component entails the development of two new courses and simulation and modeling laboratory. The development of efficient techniques for comparing simulated systems can have a great impact on a wide spectrum of industrial problems, including many large-scale problems in manufacturing and telecommunications where simulation may be the method of choice for analysis and decision-making.

9624469中山这个项目涉及的渐近有效的模拟程序的发展，比较稳态行为的一小部分（少于20）不同的系统。 大多数稳态比较结果的模拟假设，基本的人口是正态分布，从每个人口的观察是独立和相同的分布。 在许多实际情况下，这些假设是违反的，特别是在复杂的动态系统中，观察可能是高度相关的，而不是正态分布。 本研究在一个弱得多的假设下，即随机过程满足一个功能中心极限定理，发展了随机过程稳态参数的同时置信区间。 该研究特别侧重于开发同时置信区间的成对比较的手段，对比，线性组合的手段，与控制的多重比较，并与最好的多重比较。 将开发一个软件包，其中包括所开发的新技术。 教育部分需要开发两门新课程以及模拟和建模实验室。 开发有效的技术来比较模拟系统可以对广泛的工业问题产生很大的影响，包括制造业和电信业中的许多大规模问题，其中模拟可能是分析和决策的选择方法。