| 研究生: |
朱一豪 Chu, I-Hao |
|---|---|
| 論文名稱: |
以控制型多階段選擇程序解決與標準系統比較之問題 Controlled Multistage Procedure for Comparison with a Standard |
| 指導教授: |
蔡青志
Tsai, Shin-Chin |
| 學位類別: |
碩士 Master |
| 系所名稱: |
管理學院 - 工業與資訊管理學系 Department of Industrial and Information Management |
| 論文出版年: | 2010 |
| 畢業學年度: | 98 |
| 語文別: | 中文 |
| 論文頁數: | 63 |
| 中文關鍵詞: | 標準系統比較 、排序與選擇程序 、變異減免技術 |
| 外文關鍵詞: | Comparison With a Standard, Ranking and Selection Procedures, Variance Reduction Technique |
| 相關次數: | 點閱:171 下載:2 |
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標準系統比較(Comparison With a Standard; CWS)一直是系統模擬領域中很重要的一環,從 Nelson and Goldsman (2001)、Kim (2005)、Chen (2006)以及 Tsai (2009) 等文獻當中,各國學者致力於此議題的研究可以看出其受重視的程度。 CWS係在每一個系統中透過有限樣本的隨機抽樣過程,與標準系統進行比較,目的為決定其他系統與標準系統的優劣。標準系統可以視為現行系統,要進行替換必須付出成本,因此,只有當其他系統能夠「明顯優於」標準系統且帶來的利益優於汰換系統所付出的成本時,決策者才會執行汰換標準系統的行動。
排序與選擇程序 (Ranking and Selection Procedure; R&S) 可分成篩選程序 (screening procedure) 和選擇程序 (selection procedure)。R&S 發展初期,輸出值 (output) 之期望值和變異數是利用樣本平均數 (sample Mean) 與樣本變異數 (sample Variance) 來估計之,隨著變異減免技術 (Variance Reduction Technique; VRT) 的發展,可以將樣本平均數與樣本變異數,利用 VRT 的手法,產生新的估計量取代之,其樣本變異數將比原始估計量的樣本變異數更低,可以提升程序的效率。 因此,藉由篩選程序和選擇程序的結合,本研究發展一全新的多階段選擇程序(Multistage Selection Procedure; MSP),並且導入 VRT 以解決 CWS 之問題。另外,針對 Kim (2005) 為了解決 CWS 問題而所提出的連續階段式選擇程序(Fully Sequential Selection Procedure; FSSP),本研究亦將 VRT 導入於其中,並且與本研究新發展的程序進行比較,衡量成本、參數分析、信心水準以及各種實驗情況的優劣,以佐證本研究確實具有效率。
Comparison with a standard (CWS) is a very important issue in Simulation. The destination of CWS is to decide which system is best system via random sample. Standard system can be said as a system we are using and we have to pay some cost if we replace the standard system. On the other word, if the benefit of substitution for standard system can be apparent better than the cost of replacing the standard system, we will immediately replace standard system with substitution for better performance.
Ranking and Selection (R&S) is divided into two parts, screening procedure and selection procedure. In the early development, R&S use sample mean and sample variance to estimate mean and variance of output data. Following the development of variance reduction technique (VRT), we can create a new estimator to replace raw estimator and the variance of new estimator will be lower than the raw one, and that will be helpful to improve the efficiency of procedure. Hense, we can introduce VRT into R&S to rise efficiency of deciding the best system and down the cost.
We develop three procedures, CSSP, FMSP and IMSP for CWS problem by combining screening procedure and selection procedure and also introduce VRT to our procedure. After empirical evaluation, our three procedures is really better than the procedure recorded in document nowadays and there are also can be shown to satisfy the statistical validity.
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