Bounds on perturbation for DES

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

doi:10.1109/WODES.2006.382397

Bounds on perturbation for DES

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

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

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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 language	English
Title of host publication	Proceedings 8th International Workshop on Discrete Event Systems, WODES'06, Ann Arbor MI, USA, July 10-12, 2006
Editors	S. Lafortune, F. Lin, D. Tilbury
Place of Publication	Piscataway
Publisher	Institute of Electrical and Electronics Engineers
Pages	378-383
DOIs	https://doi.org/10.1109/WODES.2006.382397
Publication status	Published - 2006

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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 ¿ .",

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Bounds on perturbation for DES. / Heidergott, B.F.; Hordijk, A.; Leahu, H.
Proceedings 8th International Workshop on Discrete Event Systems, WODES'06, Ann Arbor MI, USA, July 10-12, 2006. ed. / S. Lafortune; F. Lin; D. Tilbury. Piscataway: Institute of Electrical and Electronics Engineers, 2006. p. 378-383.

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

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AU - Hordijk, A.

AU - Leahu, H.

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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 ¿ .

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DO - 10.1109/WODES.2006.382397

M3 - Conference contribution

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BT - Proceedings 8th International Workshop on Discrete Event Systems, WODES'06, Ann Arbor MI, USA, July 10-12, 2006

A2 - Lafortune, S.

A2 - Lin, F.

A2 - Tilbury, D.

PB - Institute of Electrical and Electronics Engineers

CY - Piscataway

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Bounds on perturbation for DES

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