Title :
Bounds On Perturbation For DES
Author :
Heidergott, Bernd ; Hordijk, Arie ; Leahu, Haralambie
Author_Institution :
Vrije Universiteit, Amsterdam
Abstract :
This paper establishes bounds on the effect of a perturbation of a distributional parameter, on performance measures of a DES that depend on n stochastic variables, such as the transient waiting time in a queueing network. The key observation is that, under quite general conditions, the Lipschitz constant of a probability measure can be computed in a simple way. Also, parameter-free perturbation analysis is also consider, that is, assessing the effect of replacing a given probability measure mu by another one, say v
Keywords :
discrete event systems; perturbation techniques; probability; queueing theory; stochastic processes; Lipschitz bound; discrete event system; parameter-free perturbation analysis; probability measure; queueing network; transient waiting time; weak derivatives; Cost function; Discrete event systems; Input variables; Manufacturing systems; Polynomials; Random variables; Sensitivity analysis; Stochastic processes; Time measurement; Transportation;
Conference_Titel :
Discrete Event Systems, 2006 8th International Workshop on
Conference_Location :
Ann Arbor, MI
Print_ISBN :
1-4244-0053-8
DOI :
10.1109/WODES.2006.382397
