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Concurrent Sample Path Analysis of Discrete Event Systems

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Abstract

The sample path constructability problem for Discrete Event Systems (DES) involves the observation of a sample path under a particular parameter value \(\theta\) of the system with the requirement to concurrently construct multiple sample paths of the DES under different values using only information available along the given sample path. This allows the on-line estimation of performance measures \(J\left( \theta \right)\), not available in closed form, over a range of values of \(\theta\). We present a sample path coupling approach that solves the problem without imposing any restrictions on the event processes in the system. A specific “time warping” algorithm is described and its performance is analyzed in terms of computational cost. Our approach is illustrated through a number of simulation results.

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Authors and Affiliations

  1. Department of Manufacturing Engineering, Boston University, Boston, MA, 02215

    Christos G. Cassandras

  2. Department of Electrical and Computer Engineering, University of Massachusetts, Amherst, MA, 01003

    Christos G. Panayiotou

Authors
  1. Christos G. Cassandras
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  2. Christos G. Panayiotou
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Cassandras, C.G., Panayiotou, C.G. Concurrent Sample Path Analysis of Discrete Event Systems. Discrete Event Dynamic Systems 9, 171–195 (1999). https://doi.org/10.1023/A:1008323906342

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