Augmented infinitesimalperturbation analysis (APA) was introduced by GaJvoronski [ 1991] to increase the purview of the theory of Infinitesimal Perturbation Analysis (IPA). In reference [Gaivoronski 1991] it is shown that an unbiased estimate for the gradient of a class of performance measures of DEDS represented by generalized semi-Markov processes (GSMPs) (cf. [Glynn 1989] can be expressed as...

Advances in network management and switching technologies make dynamic bandwidth allocation of logical networks built on top of a physical network possible. Previous proposed dynamic bandwidth allocation algorithms are based on simplified network model. The analytical model is valid only under restrictive assumptions. Infinitesimal Perturbation Analysis, a technique which estimates the gradient...

We address the traffic light control problem for multiple intersections in tandem by viewing it as a stochastic hybrid system and developing a Stochastic Flow Model (SFM) for it. Using Infinitesimal Perturbation Analysis (IPA), we derive on-line gradient estimates of a cost metric with respect to the controllable green and red cycle lengths. The IPA estimators obtained require counting traffic ...

This paper is concerned with gradient estimation techniques for steady-state performance measures associated with regenerative stochastic processes. The principal emphasis is on the discussion of conditions under which likelihood ratio methods and infinitesimal perturbation analysis techniques are valid.

In this article, the magneto-thermo-elastic problem of exponentially graded material (EGM) hollow rotating disk placed in uniform magnetic and temperature fields is considered. Exact solutions for stresses and perturbations of the magnetic field vector in EGM hollow rotating disk are determined using the infinitesimal theory of magneto-thermo-elasticity under plane stress. The material properti...

It has been shown that infinitesimal perturbation analysis (IPA) provides very efficient algorithms for estimating derivatives in a broad class of discrete event dynamic systems (DEDS). But in its simple form, it fails in most multiclass DEDS. In this paper, we propose a revised IPA for a multiclass G/G/1 queue.