A comparison of perturbation analysis techniques

Authors:
Michael C. Fu;Jian-Qiang Hu
Affiliations:
College of Business and Management, University of Maryland at College Park, College Park, Maryland;Department of Manufacturing Engineering, Boston University, Boston, Massachusetts
Venue:
WSC '96 Proceedings of the 28th conference on Winter simulation
Year:
1996

Citing 3
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Abstract

Perturbation analysis (PA) is a technique for estimating gradients of performance measures, particularly applicable to the simulation of discrete-event systems. Over the past two decades, various "versions" have been developed. In this paper, we compare and contrast some of these perturbation analysis techniques by applying them to a simple example. This example also serves to highlight the issue of process representation that can play a very crucial role in the application of perturbation analysis.