We model automated shop floor production as a multiagent community. An artificial agent based approach has been developed to improve the design and control of such a community. The resulting community has two types of agents. The first is a cost simulation agent, and the second is an optimization agent whose learning mechanism is based on genetic algorithms. The output from the cost simulation ...

A large class of problems of sequential decision-making can be modeled as Markov or Semi-Markov Decision Problems, which can be solved by classical methods of dynamic programming. However, the computational complexity of the classical MDP algorithms, such as value iteration and policy iteration, is prohibitive and will grow intractably with the size of problems. Furthermore, they require for ea...

Perturbation theory is an important tool in the analysis of oscillators and their response to external stimuli. It is predicated on the assumption that the perturbations in question are “sufficiently weak”, an assumption that is not always valid when perturbative methods are applied. In this paper, we identify a number of concrete dynamical scenarios in which a standard perturbative technique, ...

We use a perturbation method to solve the incomplete markets model with aggregate uncertainty described in den Haan et al. [Computational suite of models with heterogeneous agents: incomplete markets and model uncertainty. Journal of Economic Dynamics & Control, this issue]. To apply that method, we use a ‘‘barrier method’’ to replace the original problem with occasionally binding inequality co...

We show that the renormalized U(N) noncommutative Chern-Simons theory can be defined in perturbation theory so that there are no loop corrections to the 1PI functional of the theory in an arbitrary homogeneous axial (time-like, light-like or space-like) gauge. We define the free propagators of the fields of the theory by using the Leibbrandt-Mandelstam prescription –which allows Wick rotation a...

We study spontaneous breakdown of chiral symmetry during the nonlinear evolution of the Tayler instability. We start with an initial steady state of zero helicity. Within linearized perturbation calculations, helical perturbations of this initial state have the same growth rate for either sign of helicity. Direct numerical simulations (DNS) of the fully nonlinear equations, however, show that a...

It is widely accepted today that the Infinitesimal Perturbation Analysis (IPA) method for estimating sensitivities is the preferred method, when it is applicable. The major problem with IPA is handling certain kinds of discontinuities, such as thresholds. The Smoothed Perturbation Analysis (SPA) method was conceived applying a conditional expectation to a dynamic system, similar to the Filtered...

This paper presents a performance-regulation method for a class of Discrete Event Dynamic Systems (DEDS). The main idea is to use an integral controller with a variable gain, adaptively computed so as to guarantee effective output-tracking of a given reference value. The computation of the gain is based on the Infinitesimal Perturbation Analysis (IPA) gradient of the plant function with respect...

We provide an overview of the recently developed general infinitesimal perturbation analysis (IPA) framework for stochastic hybrid systems (SHSs), and establish some conditions under which this framework can be used to obtain unbiased performance gradient estimates in a particularly simple and efficient manner. We also propose a general scheme for systematically deriving an abstraction of a dis...

Countable-state, continuous-time Markov chains are often analyzed through simulation when simple analytical expressions are unavailable. Simulation is typically used to estimate costs or performance measures associated with the chain and also characteristics like state probabilities and mean passage times. Here we consider the problem of estimating derivatives of these types of quantities with ...