Finite Perturbation Analysis

We introduce a new method, called "customer oriented finite perturbation analysis" (CFPA), for sensitivity estimation for discrete event dynamic systems (DEDS). We discuss the CFPA algorithm and applying a new proof technique we obtain necessary conditions for CFPA to yield an unbiased estimator for the sensitivity of performance measures like throughput or sojourn times w.r.t. to a perturbation of arbitrary magnitude. Numerical examples show the efficiency of the method.