Discontinuous perturbation analysis of discrete-event dynamic systems

Author

Shi, Leyuan

Author_Institution

Dept. of Ind. Eng., Wisconsin Univ., Madison, WI, USA

Volume

41

Issue

11

fYear

1996

fDate

11/1/1996 12:00:00 AM

Firstpage

1676

Lastpage

1681

Abstract

The discontinuous perturbation analysis (DPA) method is presented to deal with discontinuous sample performance functions. This method is applicable to derivative estimation with respect to most threshold-type problems in discrete-event dynamic systems (DEDS). Through modeling of discontinuities by step function, we are able to provide a unified framework for constructing the derivative estimation of a DEDS. As a result, we offer an alternate approach to derive derivative estimation in DEDS´s. Finally, some relationships with other PA techniques are discussed, and a numerical example is presented

Keywords

discrete event systems; parameter estimation; perturbation techniques; queueing theory; stochastic systems; derivative estimation; discontinuous perturbation analysis; discontinuous sample performance functions; discrete-event dynamic systems; modeling; queueing theory; step function; stochastic systems; Analytical models; Computer simulation; Estimation error; Industrial engineering; Performance analysis; Random number generation; Routing; Sensitivity analysis; Stochastic processes;

fLanguage

English

Journal_Title

Automatic Control, IEEE Transactions on

Publisher

ieee

ISSN

0018-9286

Type

jour

DOI

10.1109/9.544007

Filename

544007