Title
Nondifferentiability of the steady-state function in discrete event dynamic systems
Abstract
This paper suggests that expected-value performance functions in discrete-event dynamic systems can be nondifferentiable at dense sets of points in the parameter space, when the sample performance functions are convex and the distributions of events' times contain atoms. A general result is first proved for regenerative processes and then applied to simple queueing examples where nondifferentiability at dense sets is established.
Year
DOI
Venue
1994
10.1109/9.310057
IEEE Transactions on Automatic Control
Keywords
DocType
Volume
discrete time systems,queueing theory,stochastic processes,dense sets,discrete event dynamic systems,expected-value performance functions,nondifferentiability,queueing,regenerative processes,steady-state function
Journal
39
Issue
ISSN
Citations 
8
0018-9286
9
PageRank 
References 
Authors
1.61
3
2
Name
Order
Citations
PageRank
Shapiro, A.191.61
Wardi, Y.291.61