Infinitesimal Perturbation Analysis: A Tool for Simulation
本文研究了用于离散事件仿真模型的无穷小扰动分析（IPA）算法，详细讨论了各算法的实现问题，并给出了串行传输线的实验结果。
Perturbation analysis is a technique that expedites the process of performing experiments on discrete-event simulation models. This makes it possible to derive sensitivity estimates from one computer execution of a simulation model. Infinitesimal perturbation analysis (IPA) is one class of algorithms used in perturbation analysis. In this paper, the techniques and algorithms used in simulation to perform infinitesimal perturbation analysis are examined. Each algorithm is discussed in detail, with comments concerning implementation problems and examples with experimental results for serial transfer lines. The results of this paper show that for simple systems, IPA can be easily implemented in a general-purpose simulation language such as SIMAN. Unfortunately, for any given system, parameter or performance measure, the algorithm used to generate the gradient may vary. Additionally, algorithms for more complex classes of problems do not yet exist. This problem hampers the current possibility of incorporating IPA into general-purpose simulation languages.