Title :
SPSA Algorithm for Fuzzy Block Replacement Policy
Author :
Wang, Guoyong ; Zhao, Ruiqing ; Yun, Huaili
Author_Institution :
Inst. of Syst. Eng., Tianjin Univ.
Abstract :
In this paper, some latest results on uncertain renewal processes including fuzzy renewal process, fuzzy renewal reward process are introduced. And then the application of these results in fuzzy block replacement policy is provided. In order to solve the model, a simultaneous perturbation stochastic approximation (SPSA) algorithm based on fuzzy simulation technique is designed to search the optimal solution. Finally, a numerical example is presented
Keywords :
fuzzy set theory; stochastic processes; SPSA algorithm; fuzzy block replacement policy; fuzzy renewal process; fuzzy simulation; simultaneous perturbation stochastic approximation; uncertain renewal processes; Algorithm design and analysis; Approximation algorithms; Chromium; Fuzzy sets; Fuzzy systems; Modeling; National electric code; Random variables; Stochastic processes; Systems engineering and theory;
Conference_Titel :
Fuzzy Systems, 2005. FUZZ '05. The 14th IEEE International Conference on
Conference_Location :
Reno, NV
Print_ISBN :
0-7803-9159-4
DOI :
10.1109/FUZZY.2005.1452462
