Perturbation analysis in discrete event simulation

Abstract

Perturbation Analysis of Discrete Event Dynamic S y s t ems(DEDS) is a recently introduced method for estimating thesensitivity of the performance of DEDS to adjustableparameters.In this thesis, the general concept of the PerturbationAnalysis (P A) is studied. We state the rules for gaingeneration concerning the variation of parameters, and give.explicit algorithms for various performance measures.The theoretical aspects of the PA is also studied. The resultsfor G/GIl systems are extended to the 2-Station TandemQueues.