Perturbation analysis and optimization of stochastic hybrid systems

A solution of the lot sizing problem as a stochastic resource contention game

C Yao, CG Cassandras - 49th IEEE Conference on Decision …, 2010 - ieeexplore.ieee.org
We present a new way to solve the “lot sizing” problem viewed as a stochastic non-
cooperative resource contention game. We develop a Stochastic Flow Model (SFM) for …
被引用次数：4 相关文章 所有 2 个版本
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IPA for continuous Petri nets

A Giua, C Seatzu, Y Wardi - IFAC Proceedings Volumes, 2010 - Elsevier
Recently there has been a considerable interest in the application of Infinitesimal
Perturbation Analysis (IPA) to continuous queues, where its sample derivatives (gradients) …
被引用次数：3 相关文章 所有 5 个版本

Perturbation analysis of stochastic hybrid systems and applications to some non-cooperative games

C Yao, CG Cassandras - IFAC Proceedings Volumes, 2010 - Elsevier
We establish some conditions under which Infinitesimal Perturbation Analysis (IPA) for
general Stochastic Hybrid Systems (SHS) becomes particularly simple and efficient. We then …
被引用次数：2 相关文章

A Stochastic Hybrid Systems view at a class of non-cooperative games

CG Cassandras, C Yao - 2010 IEEE 26-th Convention of …, 2010 - ieeexplore.ieee.org
In this paper, a class of non-cooperative games termed resource contention games is
studied, modeled through multi-class Stochastic Flow Models (SFMs). We contrast the …
相关文章 所有 2 个版本

[引用][C] Techinical Report: Solving Lot Sizing Problem as Stochastic Resource Contention Game

C Yao, CG Cassandras - 2010
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