Infinitesimal perturbation analysis for general discrete event systems
Journal of the ACM (JACM)
Convergence properties of infinitesimal perturbation analysis
Management Science
Open queueing systems in light traffic
Mathematics of Operations Research
Derivatives of likelihood ratios and smoothed perturbation analysis for the routing problem
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Application of RPA and the harmonic gradient estimators to a priority queueing system
WSC '94 Proceedings of the 26th conference on Winter simulation
An application of perturbation analysis to a replacement problem in maintenance theory
WSC '93 Proceedings of the 25th conference on Winter simulation
The surrogate estimation approach for sensitivity analysis in queueing networks
WSC '93 Proceedings of the 25th conference on Winter simulation
An overview of derivative estimation
WSC '91 Proceedings of the 23rd conference on Winter simulation
Comparing alternative methods for derivative estimation when IPA does not apply directly
WSC '91 Proceedings of the 23rd conference on Winter simulation
'QNA reloaded': a tool for traffic engineering in medical grade networks
PDCN'06 Proceedings of the 24th IASTED international conference on Parallel and distributed computing and networks
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The smoothed perturbation analysis (SPA) algorithm is proposed for estimating the derivative of the mean delay with respect to the routing probability for a routing problem in data-communication networks. The algorithm requires minimum knowledge about the system and is very suitable for on-line optimization of data-communication networks. It is shown that the SPA algorithm is unbiased.