Bounds on perturbation for DES

B.F. Heidergott, A. Hordijk, H. Leahu

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    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 ¿ .
    Original languageEnglish
    Title of host publicationProceedings 8th International Workshop on Discrete Event Systems, WODES'06, Ann Arbor MI, USA, July 10-12, 2006
    EditorsS. Lafortune, F. Lin, D. Tilbury
    Place of PublicationPiscataway
    PublisherInstitute of Electrical and Electronics Engineers
    Pages378-383
    DOIs
    Publication statusPublished - 2006

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