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Structural infinitesimal perturbation analysis (SIPA) for derivative estimation of discrete-event dynamic systems

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2 Author(s)
Dai, L. ; Div. of Appl. Sci., Harvard Univ., Cambridge, MA, USA ; Ho, Y.-C.

In this paper we present an algorithm for derivative estimation of discrete-event dynamic systems (DED's). This algorithm is applicable to derivative estimation with respect to most structural parameters in DED's. It extends the applicability of existing perturbation analysis techniques (including infinitesimal perturbation analysis) on structural parameters. Furthermore, it offers an alternative approach to derivative estimation in DED's which sheds additional light on discrete-event simulation. Finally, unifying relationships with existing techniques are discussed

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Automatic Control, IEEE Transactions on  (Volume:40 ,  Issue: 7 )