On simulating to estimate derivatives of performance measures in discrete-event systems

Summary form only given. In many systems the functional relationship between an adjustable parameter and a resulting performance measure is either unknown or too complex. An example of such a situation is a queuing network with finite queue capacities in which the functional relationship between the service rate at a node and the resulting throughput is typically unknown. The authors consider the problem of obtaining the derivative of the performance measure with respect to the parameter value. After providing a mathematical model for the problem at hand, the author shows that a scheme by Y. C. Ho et al. (1983) is a superior method of estimating a necessary derivative.

On simulating to estimate derivatives of performance measures in discrete-event systems Conference Paper