Bounds on perturbation for des

Bernd Heidergott*, Arie Hordijk, Haralambie Leahu

*Corresponding author for this work

    Research output: Chapter in Book / Report / Conference proceedingConference contributionAcademicpeer-review

    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 will be considered, that is, assessing the effect of replacing a given probability measure μ by another one, say v.

    Original languageEnglish
    Title of host publicationProceedings - Eighth International Workshop on Discrete Event Systems, WODES 2006
    PublisherIEEE Computer Society
    Pages378-383
    Number of pages6
    ISBN (Print)1424400538, 9781424400539
    DOIs
    Publication statusPublished - 1 Jan 2006
    Event8th International Workshop on Discrete Event Systems, WODES 2006 - Ann Arbor, MI, United States
    Duration: 10 Jul 200612 Jul 2006

    Publication series

    NameProceedings - Eighth International Workshop on Discrete Event Systems, WODES 2006

    Conference

    Conference8th International Workshop on Discrete Event Systems, WODES 2006
    CountryUnited States
    CityAnn Arbor, MI
    Period10/07/0612/07/06

    Keywords

    • Discrete event systems
    • Lipschitz bound
    • Perturbation analysis
    • Weak derivatives

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