DocumentCode :
1140871
Title :
Nondifferentiability of the steady-state function in discrete event dynamic systems
Author :
Shapiro, A. ; Wardi, Y.
Author_Institution :
Sch. of Ind. & Syst. Eng., Georgia Inst. of Technol., Atlanta, GA, USA
Volume :
39
Issue :
8
fYear :
1994
fDate :
8/1/1994 12:00:00 AM
Firstpage :
1707
Lastpage :
1711
Abstract :
This paper suggests that expected-value performance functions in discrete-event dynamic systems can be nondifferentiable at dense sets of points in the parameter space, when the sample performance functions are convex and the distributions of events´ times contain atoms. A general result is first proved for regenerative processes and then applied to simple queueing examples where nondifferentiability at dense sets is established
Keywords :
discrete time systems; queueing theory; stochastic processes; dense sets; discrete event dynamic systems; expected-value performance functions; nondifferentiability; queueing; regenerative processes; steady-state function; Additives; Algorithm design and analysis; Closed-form solution; Modeling; Performance analysis; Signal detection; Steady-state; Systems engineering and theory;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/9.310057
Filename :
310057
Link To Document :
بازگشت