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The variance-penalized metric in Markov decision processes (MDPs) seeks to maximize the average reward minus a scalar times the variance of rewards. In this paper, our goal is to study the same metric in the context of the semi-Markov decision process (SMDP). In the SMDP, unlike the MDP, the time spent in each transition is not identical and may in fact be a random variable. We first develop an expression...
Queuing systems in which customers arrive at a continuum of locations, rather than at a finite number of locations, have been found to provide good models for certain telecommunication and reliability systems as well as dynamic stochastic vehicle routing problems. In this paper the continuum is the unit square, where the opposite edges have been glued together to form a flat “torus”. Customers arrive...
The objective of this work was to develop and demonstrate batch process optimization tools that can be deployed for use in a manufacturing environment. The work specifically addresses the lack of tangible real time performance measures for batch process operations in literature and industry. Such performance measures need to account for real time adherence to production schedule, capture the impact...
Agent-based simulation (ABS) has been a popular tool in various science and engineering domains. Simulating emergent behavior is one main usage of ABS. This paper investigates the use of interaction statistics as a metric for detecting emergent behaviors from ABS. An emergent behavior arises if this interaction metric deviates from normality.
The load on today's service-oriented systems is strongly varying in time. It is advantageous to conserve energy by adapting the number of replicas according to the recent load. Over-provisioning of service replicas is to be avoided, since it increases the operating costs. Under-provisioning of service replicas leads to serious performance degradation and violates service-level agreements. To reduce...
We present a simulation model constructed in collaboration with Intel Corporation to measure and gauge the interaction of non-linear supply chain phenomena (such as waste, uncertainty, congestion, bullwhip, and vulnerability). A representative model that mimics part of Intel's supply chain from fabrication to delivery is modeled using discrete-event simulation in ARENA. A “phenomena evaluation” framework...
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