ABSTRACT
As already mentioned in the previous chapter, another reason to study fluid queues is their suitability to sensitivity analysis by Infinitesimal Perturbation Analysis (IPA). Developed during the nineteen-eighties as a gradient estimation technique for Discrete Event Systems (DES), IPA computes the derivatives (gradients) of sample performance functions with respect to continuous control parameters [7, 3]. It has been formulated mainly in the context of queueing networks, but also in a broader setting
FIGURE 7.1: Basic stochastic flow model.
