"The Kugelmass Episode" is a farce. A farce is a comedy (which can be a fantasy as it is in this case) that uses word play, misdirection, and impossible situations to create humor. This story is also a satire, which is a comedy or drama that criticizes individual flaws and/or social traditions. The story satirizes Kugelmass as the typical man going through a midlife crisis; more specifically, it is a satire of the midlife crisis. He escapes to the world of literature (literally in this farce) because his life has become unbearably dull. Instead of seeking meaning and improving his life, Kugelmass seeks an escape to satisfy his basic urges.

He is hardly the erudite scholar since he chooses Emma Bovary as his lover. Like Kugelmass, she seeks a dramatic improvement to her dull life. She seeks out other lovers, but is never satisfied and eventually commits suicide. This intertextual reference (a reference of another text, Madame Bovary, within "The Kugelmass Episode") makes this aspect an example of dramatic irony because the readers (they have to know about Emma Bovary) are aware that Emma Bovary eventually commits suicide out of her frustrations. In dramatic irony, a character does something foolish and doesn't know it but the audience does. And in this story as well, Emma soon becomes unsatisfied: 

"Get me back into the novel or marry me," Emma told Kugelmass. "Meanwhile, I want to get a job or go to class, because watching TV all day is the pits." 

Emma has started to modern phrases like "the pits" which sounds odd coming from a character from such a serious novel. 

The fact that Kugelmass chooses Portnoy's Complaint at the end of the story is also an example of dramatic irony. Again, the reader has to know that Portnoy was an American-Jewish man (like Kugelmass) who complains to his psychiatrist about his sexual problems. This is not really an escape for Kugelmass since he was basically doing the same thing in his life. The reader, familiar with Portnoy's Complaint, recognizes this. Kugelmass does not. 

The twist at the end which puts Kugelmass in a Remedial Spanish book instead of Portnoy's Complaint is considered an example of situational irony, because in situational irony the end result is not what was expected. However, the prominent devices are farce, satire, and dramatic irony.