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Finite Perturbation Analysis

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Author Info
Heidergott, B.

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Abstract

We introduce a new method, called "customer oriented finite perturbation analysis" (CFPA), for sensitivity estimation for discrete event dynamic systems (DEDS). We discuss the CFPA algorithm and applying a new proof technique we obtain necessary conditions for CFPA to yield an unbiased estimator for the sensitivity of performance measures like throughput or sojourn times w.r.t. to a perturbation of arbitrary magnitude. Numerical examples show the efficiency of the method.

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Publisher Info
Paper provided by Erasmus University of Rotterdam - Econometric Institute in its series Papers with number 9647/a.

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Length: 24 pages
Date of creation: 1996
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Handle: RePEc:fth:erroem:9647/a

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Related research
Keywords: DYNAMIC ANALYSIS ; MATHEMATICS;

Find related papers by JEL classification:
C6 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming
C62 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Existence and Stability Conditions of Equilibrium

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This page was last updated on 2009-12-16.

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