Augmented infinitesimal perturbation analysis: An alternate explanation

Alexei A. Gaivoronski, Leyuan Y. Shi, Ramavarapu S. Sreenivas

Research output: Contribution to journalArticlepeer-review


Augmented infinitesimal perturbation analysis (APA) was introduced by Gaivoronski [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 a sum of an IPA-estimate and a term that takes into account the event order changes. In this paper we present an alternate approach to establishing the result of Gaivoronski, and from this we derive a necessary and sufficient condition for the validity of the IPA algorithm for this class of performance measures. Finally we validate our results by simulation examples.

Original languageEnglish (US)
Pages (from-to)121-138
Number of pages18
JournalDiscrete Event Dynamic Systems
Issue number2
StatePublished - Nov 1992
Externally publishedYes


  • DEDS
  • IPA
  • performance analysis

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Electrical and Electronic Engineering


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