DocumentCode
886155
Title
A GSMP formalism for discrete event systems
Author
Glynn, Peter W.
Author_Institution
Dept. of Oper. Res., Stanford Univ., CA, USA
Volume
77
Issue
1
fYear
1989
fDate
1/1/1989 12:00:00 AM
Firstpage
14
Lastpage
23
Abstract
A precise mathematical framework for the study of discrete event systems is described. The idea is to define a particular type of stochastic process, called a generalized semi-Markov process (GSMP), which captures the essential dynamical structure of a discrete event system. An attempt is also made to give the flavor of the qualitative theory and numerical algorithms that can be obtained as a result of viewing discrete event systems as GSMPs. Likelihood ratio concepts for importance sampling are briefly described
Keywords
Markov processes; discrete time systems; dynamics; probability; stochastic processes; discrete event systems; dynamical structure; dynamics; generalised semiMarkov process; likelihood ratio; sampling; stochastic process; Discrete event simulation; Discrete event systems; Monte Carlo methods; Operations research; Stochastic processes;
fLanguage
English
Journal_Title
Proceedings of the IEEE
Publisher
ieee
ISSN
0018-9219
Type
jour
DOI
10.1109/5.21067
Filename
21067
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