Abstract

Sensitivity analysis of performance measures, like through-put or utilization, with respect to system parameters, such as service time parameters or buffer sizes, leads to improving and optimizing the performance of a given system. For a sample system from the world of manufacturing, we discuss various methods for estimating the sensitivity of the steady-state through-put. We compare the application of the finite difference estimator (where the sensitivity is estimated with the help of two independent simulation experiments) with the application of the infinitesimal and finite perturbation analysis (where the sensitivity is estimated with only one simulation experiment). Numerical examples are given to illustrate the practical aspects of the application of these methods.

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