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研究生: 張晉嘉
Chin-Chia Chang
論文名稱: 應用蒙地卡羅演算法評估在時間限制下交集路徑之系統可靠度
Study on system reliability for joint minimal paths under time constraint using Monte Carlo based algorithm
指導教授: 林義貴
Yi-Kuei Lin
口試委員: 郭人介
Ren-Jieh Kuo
王逸琳
I-Lin Wang
學位類別: 碩士
Master
系所名稱: 管理學院 - 工業管理系
Department of Industrial Management
論文出版年: 2012
畢業學年度: 100
語文別: 英文
論文頁數: 70
中文關鍵詞: 相交最小路徑蒙地卡羅模擬多階狀態網路時間限制阻塞現象
外文關鍵詞: Joint minimal paths, Monte Carlo Simulation, multistate flow network, time constraint, congestion
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  • 大部分的真實系統例如:電腦系統、電力系統、以及運籌系統等,皆可以被良好地建模成一個多階狀態流量網路。對於這類型的網路,系統可靠度是一個重要的績效衡量指標。在這篇論文中兩種不同版本的多階狀態最快路徑問題(multistate quickest path problem)被研究,從中我們發展出各自的蒙地卡羅演算法來評估系統可靠度。在過去的研究,多階狀態最快路徑問題的演算法已經被發展,但這些演算法都假設負責傳輸資料的最小路徑(minimal paths)彼此之間是不相交的(disjoint)。但這樣的假設似乎不太合理,因此我們所專注的兩個版本的多階狀態最快路徑問題皆不需要額外假設所使用的最小路徑是彼此不相交的。在最小路徑彼此相交(joint)的情形下,阻塞的現象(congestion phenomenon)可能會發生在傳輸的過程中,這是主要的麻煩所在。到目前為止,不論是分析的方法或數學手法都難以處理這樣的現象。
    在提出的蒙地卡羅演算法中的每一次運行(run),一旦發現無法透過分析方法來求算資料的總傳輸時間,則應用一系列方程式來計算不同時間點的資料流分布(distribution of data flow)。直到最後一次運行完成,透過成功次數除以運行次數,近似的系統可靠度值被求得。由於所得到結果是近似值,因此,如何去論證我們所求得的近似系統可靠度值的可信度和加快演算法的演算效率變得十分重要。透過假設檢定來檢定近似值與精確值的差異是否為零以及建立其信賴區間,近似系統可靠度值的可信度被進一步證實。此外,演算法的演算效率是如何被運行次數、給定的資料量和時間限制影響也被進一步呈現在內文中。


    The real system such as a computer system, an electric power system, or a logistics system can be modeled as a well-defined multistate flow network. In such a network, system reliability is an important performance index. In this thesis two variants of multistate quickest path problem (MQPP) are studied. We develop separate Monte Carlo based algorithms for evaluating the system reliability. In past studies, the algorithms have already been developed for MQPP assuming that minimal paths (MPs) being responsible for transmitting data are disjoint each other. This assumption seems unreasonable, and thus both two variants of MQPP we focus on do not assume that the assigned MPs are disjoint. In joint MPs, the main challenge is that a congestion phenomenon may happen in transmission process. No matter analytical approaches or mathematical means are difficult to deal with this phenomenon.
    For each run the proposed Monte Carlo based algorithms apply a series of equations to compute distribution of data flow at different points in time once no analytical approaches can be utilized to calculate the transmission time. Until the final run, the approximate system reliability is obtained by number of success divided by number of runs. Owing to the result being an approximate value, and thus how to demonstrate the credibility of approximate system reliability and speed up the efficiency of algorithm are taken into account. Through doing hypothesis testing and building up the confidence interval, the credibility of the approximate values is verified. Furthermore, how the computation time of algorithm is influenced by number of runs, amount of data and time constraint are also displayed.

    摘要 I ABSTRACT II ACKNOWLEDGMENTS III CONTENT IV LIST OF FIGURES VI LIST OF TABLES VII CHAPTER 1 INTRODUCTION 1 1.1 Background and motivation 1 1.2 Research objectives 2 1.3 Overview of this thesis 3 CHAPTER 2 LITERATURE REVIEW 5 2.1 System reliability analysis 5 2.2 Monte Carlo Methods 7 CHAPTER 3 PROBLEM MODELING AND DEVELOPMENT OF ALGORITHM 10 3.1 Model building for Model I 10 3.2 Simplification of network 13 3.3 System state 14 3.4 Simulation for distribution of data flow 15 3.4.1 Data assignment on minimal paths 16 3.4.2 Data at different positions 17 3.4.3 Equations for implementing simulation 18 A. Simulation in data buffer 18 B. Simulation at nodes 19 C. Simulation on arcs 20 3.5 The algorithm I for Model I 21 CHAPTER 4 EXTENSION OF MQPP 24 4.1 Model building for Model II 24 4.1.1 Spare routing policy 25 4.1.2 Budget limit 25 4.2 The algorithm II for Model II 26 CHAPTER 5 EXPERIMENT PROCEDURES AND RESULTS 29 5.1 An illustrative example to the algorithm II 29 5.2 The credibility of approximate system reliability 35 5.3 Discussion of algorithm efficiency 39 5.4 The algorithmic credibility in a large network 47 CHAPTER 6 CONCLUSIONS AND FUTURE RESEARCH 52 6.1 Conclusions 52 6.2 Future researches 53 REFERENCES 55

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