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Perturbation Analysis of Discrete Event Systems

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Encyclopedia of Systems and Control

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Abstract

Perturbation analysis (PA) is a systematic methodology for estimating the sensitivities (gradients) of performance measures in discrete event systems (DES) with respect to various model or control parameters of interest. PA takes advantage of the special structure of DES sample realizations and is based entirely on observable system data. In particular, it does not require knowledge of the stochastic characterizations of the random processes involved and is simple to implement in a nonintrusive manner. PA estimators, therefore, enable implementations for real-time control in addition to off-line optimization. This entry presents the main ideas and statistical properties of PA techniques for both DES and their recent generalizations to stochastic hybrid systems (SHS), especially for the simplest class of sensitivity estimators known as infinitesimal perturbation analysis (IPA).

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Author information

Authors and Affiliations

  1. School of Electrical and Computer Engineering, Georgia Institute of Technology, Atlanta, GA, USA

    Yorai Wardi

  2. Division of Systems Engineering, Center for Information and Systems Engineering, Boston University, Brookline, MA, USA

    Christos G. Cassandras

Authors
  1. Yorai Wardi
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  2. Christos G. Cassandras
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Corresponding author

Correspondence to Yorai Wardi .

Editor information

Editors and Affiliations

  1. Electrical and Computer Engineering, Boston University, Boston, MA, USA

    John Baillieul

  2. Automation and Control Solutions, Honeywell, Golden Valley, MN, USA

    Tariq Samad

Section Editor information

  1. Division of Systems Engineering, Center for Information and Systems Engineering, Boston University, Brookline, MA, USA

    Christos G. Cassandras

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Wardi, Y., Cassandras, C.G. (2020). Perturbation Analysis of Discrete Event Systems. In: Baillieul, J., Samad, T. (eds) Encyclopedia of Systems and Control. Springer, London. https://doi.org/10.1007/978-1-4471-5102-9_58-2

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  • DOI: https://doi.org/10.1007/978-1-4471-5102-9_58-2

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  • Publisher Name: Springer, London

  • Print ISBN: 978-1-4471-5102-9

  • Online ISBN: 978-1-4471-5102-9

  • eBook Packages: Springer Reference EngineeringReference Module Computer Science and Engineering

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Chapter history

  1. Latest

    Perturbation Analysis of Discrete Event Systems
    Published:
    20 November 2019

    DOI: https://doi.org/10.1007/978-1-4471-5102-9_58-2

  2. Original

    Perturbation Analysis of Discrete Event Systems
    Published:
    07 February 2014

    DOI: https://doi.org/10.1007/978-1-4471-5102-9_58-1

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