Perturbation analysis of discrete event systems: Concepts, algorithms, and applications

Perturbation analysis of discrete event systems is a technique that provides estimates of performance sensitivities with respect to system parameters by analyzing a single sample path of a discrete event system. This technique saves a great amount of computation in simulation and can be applied to on-line performance optimization of real world systems where changing the values of parameters is infeasible. This paper gives an overview of the main concepts, general methodologies, applications, and further directions of the area.