Bounds on perturbation for des

Bernd Heidergott; Arie Hordijk; Haralambie Leahu

doi:10.1109/wodes.2006.382397

Bounds on perturbation for des

Bernd Heidergott^*, Arie Hordijk, Haralambie Leahu

^*Corresponding author for this work

Research output: Chapter in Book / Report / Conference proceeding › Conference contribution › Academic › peer-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 language	English
Title of host publication	Proceedings - Eighth International Workshop on Discrete Event Systems, WODES 2006
Publisher	IEEE Computer Society
Pages	378-383
Number of pages	6
ISBN (Print)	1424400538, 9781424400539
DOIs	https://doi.org/10.1109/wodes.2006.382397
Publication status	Published - 1 Jan 2006
Event	8th International Workshop on Discrete Event Systems, WODES 2006 - Ann Arbor, MI, United States Duration: 10 Jul 2006 → 12 Jul 2006

Publication series

Name	Proceedings - Eighth International Workshop on Discrete Event Systems, WODES 2006

Conference

Conference	8th International Workshop on Discrete Event Systems, WODES 2006
Country/Territory	United States
City	Ann Arbor, MI
Period	10/07/06 → 12/07/06

Keywords

Discrete event systems
Lipschitz bound
Perturbation analysis
Weak derivatives

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

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10.1109/wodes.2006.382397

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title = "Bounds on perturbation for des",

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.",

keywords = "Discrete event systems, Lipschitz bound, Perturbation analysis, Weak derivatives",

author = "Bernd Heidergott and Arie Hordijk and Haralambie Leahu",

year = "2006",

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doi = "10.1109/wodes.2006.382397",

language = "English",

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booktitle = "Proceedings - Eighth International Workshop on Discrete Event Systems, WODES 2006",

address = "United States",

note = "8th International Workshop on Discrete Event Systems, WODES 2006 ; Conference date: 10-07-2006 Through 12-07-2006",

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Heidergott, B, Hordijk, A & Leahu, H 2006, Bounds on perturbation for des. in Proceedings - Eighth International Workshop on Discrete Event Systems, WODES 2006. Proceedings - Eighth International Workshop on Discrete Event Systems, WODES 2006, IEEE Computer Society, pp. 378-383, 8th International Workshop on Discrete Event Systems, WODES 2006, Ann Arbor, MI, United States, 10/07/06. https://doi.org/10.1109/wodes.2006.382397

Bounds on perturbation for des. / Heidergott, Bernd; Hordijk, Arie; Leahu, Haralambie.
Proceedings - Eighth International Workshop on Discrete Event Systems, WODES 2006. IEEE Computer Society, 2006. p. 378-383 (Proceedings - Eighth International Workshop on Discrete Event Systems, WODES 2006).

Research output: Chapter in Book / Report / Conference proceeding › Conference contribution › Academic › peer-review

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AU - Hordijk, Arie

AU - Leahu, Haralambie

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N2 - 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.

AB - 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.

KW - Discrete event systems

KW - Lipschitz bound

KW - Perturbation analysis

KW - Weak derivatives

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T3 - Proceedings - Eighth International Workshop on Discrete Event Systems, WODES 2006

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BT - Proceedings - Eighth International Workshop on Discrete Event Systems, WODES 2006

PB - IEEE Computer Society

T2 - 8th International Workshop on Discrete Event Systems, WODES 2006

Y2 - 10 July 2006 through 12 July 2006

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Bounds on perturbation for des

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Keywords

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