Addendum to “Extensions and generalizations of smoothed perturbation analysis in a generalized semi-Markov process framework”

In their original article (ibid., vol. 37, no. 10, p. 1483-1500, 1992), the authors derived smoothed perturbation analysis (SPA) estimators for a class of quite general discrete-event systems in a generalized semi-Markov process framework, and proved the unbiasedness of the estimators. A key assumption used in the proofs required that the distributions have bounded hazard rate functions. Here, we remove this assumption and in addition provide simplified proofs