IPA for continuous Petri nets

Recently there has been a considerable interest in the application of Infinitesimal Perturbation Analysis (IPA) to continuous queues, where its sample derivatives (gradients) were shown to be unbiased for a large class of systems. This paper extends the investigation to a class of hybrid Petri nets, where the special algebraic structure of continuous transitions yields simple algorithms for the IPA derivatives. We derive such algorithms for the performance functions of throughput and average workload, and show them to be model-free and easily computable from the sample paths. Published as: A. Giua, C. Seatzu, Y. Wardi, ”IPA for Continuous Petri Nets,” WODES10: 10th Int. Work. on Discrete Event Systems (Berlin, Germany), Aug-Sep 2010. This work has been partially supported by the European Communitys Seventh Framework Programme under project DISC (Grant Agreement n. INFSO-ICT-224498). A. Giua and C. Seatzu are with the Dept. of Electrical and Electronic Engineering, University of Cagliari, Italy, e-mail: {giua, seatzu}@diee.unica.it. Y. Wardi is with the School of Electrical and Computer Engineering, Georgia Institute of Technology, Atlanta, GA, USA, e-mail: [email protected]. January 9, 2012 DRAFT