Perturbation analysis: the state of the art and research issues explained via the GI/G/1 queue

Abstract

Perturbation analysis (PA) of discrete event dynamic systems (DEDS) enables parameter sensitivities of DEDS to be obtained by observing a single sample path of the system. A simple GI/G/1 system is used to give an introduction to PA and illustrate the basic theoretical issues involved in this technique. The application of PA to networks of queues is covered briefly, and then some of the recent extensions to PA are discussed. It is shown that many interesting open questions remain for PA, and areas for research are indicated.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">&gt;</ETX>