Gradient-Based Simulation Optimization for Economic Design of Control Charts

被引：0

作者：

Zhang, Gongbo ^{[1
]}

Peng, Yijie ^{[1
]}

Yang, Shuhuai ^{[2
]}

机构：

[1] Peking Univ, Guanghua Sch Management, Dept Management Sci & Informat Syst, Beijing 100084, Peoples R China

[2] Peking Univ, Coll Engn, Dept Ind Engn & Management, Beijing 100084, Peoples R China

来源：

2021 IEEE 17TH INTERNATIONAL CONFERENCE ON AUTOMATION SCIENCE AND ENGINEERING (CASE) | 2021年

基金：

中国国家自然科学基金;

关键词：

simulation; control charts; economic design; generalized likelihood ratio method; SENSITIVITY-ANALYSIS; EFFICIENT DESIGN;

D O I：

10.1109/CASE49439.2021.9551514

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We propose a gradient-based simulation optimization approach for economic design of control charts. A generalized likelihood ratio method is applied to estimate the gradient. Two stochastic approximation algorithms with increasing sample size in iterations and randomized sample size are developed to determine an optimal upper control limit for exponentially weighted moving average control chart. Numerical results show that the proposed method is an effective approach for economic design of control charts.

引用

页码：1979 / 1984

页数：6

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