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

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