离散事件动态系统扰动仿真

AGGREGATION OF SIMULATION AND INFINITESIMAL PERTURBATION ANALYSIS IN DISCRETE EVENT DYNAMIC SYSTEM

概述离散事件动态系统无穷小扰动分析与仿真结合的思想．仅用一条样本轨迹，计算系统性能测度的梯度．在仿真过程中，随着下一事件的确定产生扰动，通过状态更新实现扰动传播，在仿真输出中计算性能测度梯度的估计值．分析研究表明，该方法具有计算量小。

Method for estimating the gradient of system performance with respect to parameters in simulation of Discrete Event Dynamic System(DEDS) is considered.The gradient of DEDS performance measure can be estimated along a single sample path by means of Infinitesimal Perturbation Analysis (IPA).Here we focus on the aggregation of simulation and IPA.When it′s applicable,this single run method can be realized easily and give good results with small variation.