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Real-Time Management of Resource Allocations Systems: A Discrete Event Systems Approach PDF

247 Pages·2005·3.31 MB·English
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Real-Time Management of Resource Allocation Systems Recent titles in the INTERNATIONAL SERIES IN OPERATIONS RESEARCH & MANAGEMENT SCIENCE Frederick S. Hillier, Series Editor, Stanford University zhu/ QUANTITATIVE MODELS FOR PERFORMANCE EVALUATION AND BENCHMARKING Ehrgott & Gandibleux/MULTIPLE CRITERIA OPTIMIZATION: State of the Art Annotated Bibliographical Surveys Bienstockl Potential Function Methods for Approx. Solving Linear Programming Problems Matsatsinis & Siskosl INTELLIGENT SUPPORT SYSTEMS FOR MARKETING DECISIONS Alpern & Gal/ THE THEORY OF SEARCH GAMES AND RENDEZVOUS HalVHANDBOOK OF TRANSPORTATION SCIENCE - 2" Ed. 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Reveliotis Georgia Institute of Technology Atlanta, GA, USA Library of Congress Cataloging-in-Publication Data A C.I.P. Catalogue record for this book is available from the Library of Congress. ISBN 0-387-23960-X e-ISBN 0-387-23967-7 Printed on acid-free paper. Copyright O 2005 by Springer Science+Business Media, Inc.. All rights reserved. This work may not be translated or copied in whole or in part without the written permission of the publisher (Springer Science + Business Media, Inc., 233 Spring Street, New York, NY 10013, USA), except for brief excerpts in connection with reviews or scholarly analysis. Use in connection with any form of information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now know or hereafter developed is forbidden. The use in this publication of trade names, trademarks, service marks and similar terms. even if the are not identified as such, is not to be taken as an expression of opinion as to whether or not they are subject to proprietary rights. Printed in the United States of America. 9 8 7 6 5 4 3 2 1 SPIN 11 0543 13 Contents Preface vii 1. RESOURCE ALLOCATION SYSTEMS: CONCEPTS AND PROBLEMS 1 Some example resource allocation systems 2 Sequential RAS and their Supervisory Control problem 3 The proposed SC framework 4 The book organization and an outline of the key results 5 Historical and bibliographical notes 2. LOGICAL CONTROL OF DISJUNCTIVE / CONJUNCTIVE RESOURCE ALLOCATION SYSTEMS 1 Finite State Automaton-based modelling of the RAS behavior 2 State Reachability, Safety, and Nonblocking Supervision 3 The computational complexity of the Optimal Nonblocking SCP 4 Practical approaches to the RAS logical control problem 5 Some extensions of the RAS logical control problem 6 Historical and bibliographical notes 3. RAS ADMITTING OPTIMAL NONBLOCKING SUPERVISION OF POLYNOMIAL COMPLEXITY 1 RAS with no deadlock-free unsafe states 2 Optimal "greedy" search for a process terminating sequence 3 Historical and bibliographical notes vi REAL-TIME MANAGEMENT OFRESOURCE ALLOCATION SYSTEMS 4. POLYNOMIAL-KERNEL NONBLOCKING SCP'S FOR SINGLE- UNIT RAS 1 Polynomial-Kernel SCP's for LIN-SU-RAS 2 Efficiency Considerations 3 AGV RAS and the AGV Banker's Algorithm 4 Accommodating Operational Contingencies 5 Historical and bibliographical notes 5. LOGICAL CONTROL OF RAS WITH COMPLEX PROCESSES 1 Petri net-based modelling of the RAS behavior 2 RAS deadlock in the PN-based modelling framework 3 Liveness-enforcing supervision for process-resource nets 4 PK-SCP's for DIS-CON-RAS 5 PK-SCP's for RAS with Uncontrollable Behavior 6 Historical and bibliographical notes 6. PERFORMANCE-ORIENTED MODELLING AND CONTROL OF LOGICALLY CONTROLLED RAS 1 RAS performance-oriented modelling and control 2 The thinning problem revisited 3 Approximating the optimal scheduling policy Q* 4 Historical and bibliographical notes 7. EPILOGUE References Index Preface This book deals with the problem of managing the resource allocation that takes place in the operational context of various contemporary technological applications, including flexibly automated production systems, automated rail- way and/or monorail transportation systems, electronic workflow management systems and business transaction supporting systems. A distinguishing trait of all the aforementioned applications, is that they seek to limit the role of the human element to remote high-level supervision, while placing the burden of the real-time monitoring and coordination of the ongoing activity upon a computerized control system. This development is justified by a number of technical, economic and safety considerations, and it is facilitated by the ad- vent of modern computing and sensing technologies. On the other hand, a challenging task for the effective deployment of these target applications, is the synthesis of the control logic that will manage the allocation of the lim- ited system resources to the concurrently running processes; this logic must guarantee the correct and expedient execution of all the active processes, while minimizing the need for external human intervention. The resulting problem is rather novel for the developers of these systems, since, in the past, many of its facets were left to the jurisdiction of the present human intelligence. It is also complex, due to the high levels of choice - otherwise known asjexibility - inherent in the operation of these environments. As a result, most of the re- source allocation controllers currently developed for the automated versions of the aforementioned applications, are based on ad-hoc and simplistic solutions; unable to deal systematically with the behavioral complexity of the underlying system, these solutions, in their effort to ensure correct and robust operation, constrain unnecessarily the inherent operational flexibility, and eventually, they compromise the overall efficiency and productivity. Yet, the last 10-15 years have seen the development of a series of results, coming primarily from the burgeoning area of Discrete Event Systems (DES), that have enhanced our understanding of the behavioral properties of the afore- mentioned applications with respect to the underlying resource allocation func- tion, and they offer a solid theoretical basis towards the formal representation, analysis and control of this function. The main objective of this book is the systematic exposition of these results, and their orchestration in a complete control framework, appropriate for the aforementioned environments. Hence, the book opens with an introductory description of (some of) the target ap- plication environments, and the underlying resource allocation function. This description leads to the specification of the control requirements, and the outline of a control framework that can provide a viable solution to these requirements. A notable feature of the proposed control framework is the emphasis that it places on (i) the robustness of the deployed control function with respect to the system stochasticities and the various operational contingencies, (ii) the scal- ability of the proposed solutions, so that they apply to the large-scale context of the target technological applications, and (iii) the operational eficiency of the resulting controlled system. These three properties are supported through the adoption of a "closed-loop" structure for the proposed control scheme, and also, through a pertinent decomposition of the overall control function, to one component seeking the logical correctness and consistency of the system be- havior, and another component addressing performance considerations; the first of these components is characterized as the logical controller of the underlying resource allocation function, while the second component is characterized as the pe$ormance-oriented controller. The rest of the book is devoted to a rig- orous study of the control problems addressed by each of these two controllers, and their integration to a unified control function. A notion of optimal control is formulated for each of these problems, but it turns out that the corresponding optimal policies are computationally intractable. Hence, a large part of the book is devoted to the development of effective and computationally efficient approx- imations for these optimal control policies, especially for that corresponding to the more novel logical control problem. The above paragraphs have outlined the "utilitarian" aspects of the book content. However, the book is intended to play a number of additional roles, each defined with respect to a different audience: Hence, for the Industrial En- gineering / Operations Research-oriented student, researcher and sophisticated practitioner, the book offers an introduction to the broader areaof Discrete Event Systems, and familiarization with an array of its main modelling frameworks, concepts and algorithms. Furthermore, this material is provided through im- plementation on a practical application context, that reveals the potential of this fairly novel area, and expands our analysis and design capability for a class of problems that traditionally has belonged to the domain of the IEIOR disciplines. For the student and researcher of the area of Discrete Event Systems itself, the book offers a contextual, in-depth application of many concepts and algorithms developed by DES theory, but even more importantly, it stresses the complica- PREFACE ix tions arising from the non-polynomial complexity that is inherent in many of these concepts and algorithms, and addresses the issue of developing effective and computationally efficient 1 polynomial approximations. Indeed, a major contribution of this book is that it epitomizes a significant body of results, that were developed over the last 12 years, and concern the design of provably cor- rect and computationally efficient solutions for the considered logical control problem. Finally, a last intention of the book is to highlight the missing links in the presented developments, and to motivate, in this way, further research activity by the interested communities. From a presentational standpoint, there has been an effort to keep the book development as independent as possible, but the reader is expected to be familiar with some fundamental mathematical concepts, like the concepts of a graph or a probability distribution. In each chapter, an opening section summarizes all the background material necessary for the subsequent developments, and it provides a number of citations for readers that would like to have a more in-depth or leisurely treatment of this material. On the other hand, the development of the main results of each chapter has placed the emphasis on the rigor, conciseness, and also, the lucidity of the exposition. The selection of the material included in each chapter has been aligned with and supports the posed specifications of robustness, scalability and efficiency for the proposed solution; however, a closing section at each chapter overviews the broader set of available results on the problems considered in it, and it provides a "historical perspective" for the presented developments. The book can function as the basis for a senior-level undergraduate or graduate-level course on resource allocation systems and their real-time management, or some more "concrete" version of this problem defined in the context of the aforementioned target application environments. It would also constitute a good supplement for any introductory course on Discrete Event Systems theory. Concluding this expository discussion of the book and its content, I would like to take the opportunity to acknowledge and thank a number of parties that have been valuable in the development of this work. Hence, first I would like to thank Placid Ferreira, Mark Lawley, Jonghun Park and Jin Young Choi, whose collaboration and friendship have been very instrumental in the development of many of the results presented in this book. I would also like to extend many thanks to all my colleagues who, through personal communication, conference participation, or simply through their own personal contributions, have been great inspiration and partners in the entire journey that has culminated to the writing of this book. I am particularly indebted to Elzbieta Roszkowska who read many parts of the manuscript and provided valuable feedback during the book development. The School of Industrial Engineering at Georgia Tech, and especially, the Virtual Factory Lab in it, have been a very supportive environment for the research activity that has led to many of the results reported in this book. Furthermore, the Virtual Factory Lab and the Keck Foundation, together with - NSF and The Logistics Institute Asia Pacific, have provided the funding for a substantial part of this research; I am grateful to them. Finally, I want to thank Fred Hillier, Gary Folven and Kluwer for the encouragement they provided towards undertaking the writing of this book, and for "hosting" the book in their prestigious series.

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REAL-TIME MANAGEMENT OF RESOURCE ALLOCATION SYSTEMS focuses on the problem of managing the resource allocation taking place within the operational context of many contemporary technological applications, including flexibly automated production systems, automated railway and/or monorail transportatio
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