Comparison of perturbation analysis techniques

Abstract

Perturbation analysis (PA) is a technique for estimating gradients of performance measures, particularly applicable to the simulation of discrete-event systems. Over the past two decades, various 'versions' have been developed. In this paper, we compare and contrast some of these perturbation analysis techniques by applying them to a simple example. This example also serves to highlight the issue of process representation that can play a very crucial role in the application of perturbation analysis.