政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/53407
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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/53407


    Title: 流量強度的測量與監控及其在隨機系統控制上之應用
    Other Titles: Measurement and Monitoring of Flow Intensities with Applications to Control of Stochastic Systems
    Authors: 洪英超
    Contributors: 國立政治大學統計學系
    行政院國家科學委員會
    Keywords: 控制策略;排隊系統;管制圖
    Control policy;queuing system;control chart
    Date: 2011
    Issue Date: 2012-08-30 09:59:26 (UTC+8)
    Abstract: 建構複雜隨機系統的最佳控制策略常常必須仰賴所觀測到的輸入流量強度。但是因為 流量強度變動所引起的高操作成本，執行此一類型的控制策略在實際上往往不可行。 此計畫中我們將提出一個測量與監控輸入流量強度的架構。此架構完全不需要知道任 何輸入過程的統計量，借由即時估計流量強度及同時監控其顯著的變動，最佳控制策 略將可以在低操作成本下進行調整。最後，考慮不同的輸入流量類形，我們在一個重 要的排隊系統上評估此架構之效益。
    The development of optimal control strategies for many complex stochastic systems relies on the observed intensity function of input traffic. However, implementation of such control strategies is often infeasible due to high operating costs induced by the fluctuations of traffic flows. In this proposal, we introduce a general framework for measuring and monitoring the traffic flow intensities of stochastic systems. The framework does not require knowledge of any input traffic statistics and, it allows us to be able to estimate the intensity function over time and simultaneously detect significant traffic fluctuations so that the control strategy can be adjusted accordingly without requiring high operating costs. Finally, a canonical queueing system with various types of input traffic is used to evaluate the effectiveness of the proposed framework.
    Relation: 基礎研究
    學術補助
    研究期間:10008~ 10107
    研究經費:488仟元
    Data Type: report
    Appears in Collections:[Department of Statistics] NSC Projects

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