https://scholars.lib.ntu.edu.tw/handle/123456789/625025
標題: | Estimation and monitoring of traffic intensities with application to control of stochastic systems | 作者: | Hung Y.-C Michailidis G Chuang S.-C. YING-CHAO HUNG |
關鍵字: | control chart; control policy; EWMA smoother; stochastic systems; traffic intensity | 公開日期: | 2014 | 卷: | 30 | 期: | 2 | 起(迄)頁: | 200-217 | 來源出版物: | Applied Stochastic Models in Business and Industry | 摘要: | The development of optimal control strategies for many stochastic models relies on the observed traffic intensity. However, implementation of such control strategies is often infeasible because of high operating costs induced by the fluctuations of traffic flows. In this study, we propose a framework for estimating and monitoring the traffic intensities of stochastic systems. The framework does not require knowledge of any input traffic statistics, and it allows us to adaptively estimate the intensity function over time and simultaneously detect its significant changes 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. Copyright © 2012 John Wiley & Sons, Ltd. |
URI: | https://www.scopus.com/inward/record.uri?eid=2-s2.0-84897571632&doi=10.1002%2fasmb.1961&partnerID=40&md5=a7cba9cb46870db15aa5ef8a40ec7866 https://scholars.lib.ntu.edu.tw/handle/123456789/625025 |
ISSN: | 15241904 | DOI: | 10.1002/asmb.1961 | SDG/關鍵字: | Cost benefit analysis; Estimation; Operating costs; Stochastic systems; Traffic surveys; Control charts; Control of stochastic systems; Control policy; Control strategies; EWMA smoother; Intensity functions; Optimal control strategy; Traffic intensity; Stochastic control systems |
顯示於: | 工業工程學研究所 |
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