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