Structural conditions for perturbation analysis of queueing systems

Intimtesirnal perturbation analysis is a technique for estimating derivatives of performance indices from simulation or observation of discrete event systems. Such derivative estimates are useful in performing optimization and sensitivity analysis through simulation. A general formulation of finite-horizon perturbation analysls derivative estimates is given, and then sufficient conditions for their use is presented with a variety of queuing systems. In particular, the effect of such features is investigated as multiple customer classes, state-dependent routing, finite buffers and complex queuing disciplines. In several cases. our conditions impose restrictions on the topology of a network; m all cases, the conditions are easy to check. The results contained here are obtained by specializing conditions estabhshed in a general framework in earlier work, and should serve as a practical guide for possible applications of perturbation analysis.

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