Simulation of Infinitesimal Perturbation Analysis(IPA) for M/G/1 System

Qinjia Liu
May 4, 1998

Here we simulate the average system time for M/G/1 system, and use IPA algorithm to get the sensitivity with respect to mean service time(miu) efficiently.

In this simulation example, interarrival time satisfy Poisson distribution and system service time satisfy Erlang distribution, with parameter m and miu.