An event domain formalism for sample path perturbation analysis of discrete event dynamic systems |
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Authors: | Cassandras C. Ho Y. |
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Affiliation: | University of Massachusetts, Amherst, MA, USA; |
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Abstract: | We present a state-space representation of a general discrete event dynamic system (DEDS) model on the basis of a natural event domain, which replaces time. Perturbation analysis of a sample path Of a DEDS is then formalized using some fundamental concepts introduced to establish conditions for its validity. A set of simple perturbation equations is then derived under these conditions, so that performance gradients with respect to parameters are estimated from observation of real or simulated data on a single sample path. |
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