Title :
Pade approximation for stochastic discrete event systems
Author :
Gong, Wei-Bo ; Nananukul, Soracha ; Yan, Anlu
Author_Institution :
Det. of Electr. & Comput. Eng., Massachusetts Univ., Amherst, MA, USA
Abstract :
It is shown that Pade approximation can be used effectively for the approximation of performance functions in discrete event systems. The steps of the method are: (1) obtain the MacLaurin coefficients of the performance function, and (2) find a Pade approximant from the MacLaurin coefficients and use it to approximate the function. The method is used with GI/G/1/1 systems, GI/G/1 systems, and inventory systems. The results are satisfactory
Keywords :
approximation theory; discrete time systems; queueing theory; stochastic systems; stock control; GI/G/1 systems; GI/G/1/1 systems; MacLaurin coefficients; Pade approximation; inventory systems; performance functions; stochastic discrete event systems; Closed-form solution; Computational modeling; Discrete event systems; Estimation error; History; Steady-state; Stochastic systems;
Conference_Titel :
Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
Conference_Location :
Tucson, AZ
Print_ISBN :
0-7803-0872-7
DOI :
10.1109/CDC.1992.371236
