Title :
Discontinuous perturbation analysis of discrete-event dynamic systems
Author_Institution :
Dept. of Ind. Eng., Wisconsin Univ., Madison, WI, USA
fDate :
11/1/1996 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
