The sample-path pertrubation analysis technique introduced in refs. (1-4) is extended to included finite (and possibly large) pertrubations typically introduced by changes in queue sizes or other parameter. It is shown that there is a natural hierarchy of perturbation analysis which takes care of increasingly large perturbations. Experiments with zeroth (infinitesmal) and first order (finite) pertrubation analysis show that significant accuracy improvement can be obtained with small increase in computational effort.
['Y. C. Ho', 'Xi-Ren Cao', 'Christos G. Cassandras']
Infinitesimal and finite perturbation analysis for queueing networks