Journal of the Korea Society for Simulation (한국시뮬레이션학회논문지)

The Korea Society for Simulation (한국시뮬레이션학회)
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Feasibility Determination Procedure with Automatic Control of Tolerance Level

공차 수준 자가 조정 능력을 갖춘 가능해 판별 절차

  • Lee, Mi Lim (College of Business Administration, Hongik University)
  • Received : 2016.11.04
  • Accepted : 2016.11.20
  • Published : 2016.12.31
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Abstract

We consider the problem of determining a set of feasible systems when a performance measure in a stochastic constraint needs to be evaluated via simulation. We develop a new procedure that controls tolerance level automatically by using a pair of existing feasibility determination procedures iteratively. When compared to the exiting procedure, the new procedure provides significantly better performance in accuracy and stability, while not depending on the given tolerance level.

본 연구에서는 여러 시스템들 중 특정 확률적 제약식을 만족시킬 수 있는 시스템들을 시뮬레이션을 통해 판별해내는 새로운 방법론을 제안한다. 한 쌍의 알고리즘을 반복 수행하며 스스로 공차 수준을 조정해 가는 이 방법론은 사용자가 임의로 정하는 공차 수준에 따라 그 판별 성과가 크게 좌우되는 기존의 방법론과는 달리 공차 수준에 영향을 받지 않으면서도 가능 시스템 집합을 정확하게 찾아낼 확률을 일정 수준 이상으로 보장하는 안정적 성과를 제공한다.

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References

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