Structural Conditions for Perturbation Analysis Derivative Estimation, II: Networks of Queues.

Infinitesimal perturbation analysis is a technique for estimating derivatives of performance indices from simulation or observation of discrete event systems. We present sufficient conditions for the use of the method with a variety of queueing systems. In particular, we investigate the effect of such features as multiple customer classes, state-dependent routing, finite buffers and complex queueing disciplines. In several cases, our conditions impose restrictions on the topology of a network; in all cases, the conditions are easy to check. The results contained here are obtained by specializing conditions established in a very general framework in [5].