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 is also consider, that is, assessing the effect of replacing a given probability measure mu by another one, say v