Extensions of infinitesimal perturbation analysis

An extension of the concept of perturbation analysis (PA) is introduced that can be applied to cases where sample path discontinuity with respect to system parameters has prevented the application of simple PA rules. Both Markov and generalized semi-Markov processes are considered. The robustness of the extended PA is examined and it is found to be sufficiently robust.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">></ETX>