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Discontinuous perturbation analysis of discrete-event dynamic systems

The discontinuous perturbation analysis (DPA) method is presented to deal with discontinuous sample performance functions. This method is applicable to derivative estimation with respect to most threshold-type problems in discrete-event dynamic systems (DEDS). Through modeling of discontinuities by step function, we are able to provide a unified framework for constructing the derivative estimation of a DEDS. As a result, we offer an alternate approach to derive derivative estimation in DEDS's. Finally, some relationships with other PA techniques are discussed, and a numerical example is presented.