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The essence of the extension is the treatment of the random horizon case. The introduction gives a brief overview of perturbation analysis (PA) techniques (infinitesimal PA, smoothed PA, linear ratio method and the recently developed rare PA). One considers cost functions of the form \\(J (\\theta) = E_\\theta \\Psi_\\theta\\), with respect to the parameter \\(\\theta\\) and one is interested in its sensitivity w.r.t. \\(\\theta\\), i.e. \\({d(J (\\theta)) \\over d \\theta}\\). The basic idea of RPA is to consider a class of families \\(\\{\\Psi_\\theta\\}\\) such that a small perturbation in \\(\\theta\\) leads, with high probability, to no perturbation in \\(\\Psi_\\theta\\), but when such a perturbation does occur, it is no longer infinitesimal. Two possible applications are sketched briefly: one in queueing theory and one as a routing problem. The introduction ends with a relationship with the so-called weak derivability concept. In section 2 the idea of maximum coupling of two random variables is presented, as well as two schemes for the generation of such variables. These schemes are subsequently used in section 3 to obtain RPA gradient estimates. Section 3 is divided into two subsections: first the deterministic horizon case is treated and subsequently the stochastic horizon one. In section 4 some existing results for generalized semi Markov processes (GSMP) are extended also to the random 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