Heidelberger, Philip; Cao, Xi-Ren; Zazanis, Michael A.; … - In: Management Science 34 (1988) 11, pp. 1281-1302
Infinitesimal Perturbation Analysis (IPA) is a method for computing a sample path derivative with respect to an input parameter in a discrete event simulation. The IPA algorithm is based on the fact that for certain parameters and any realization of a simulation, the change in parameter can be...