Optimally efficient estimation of the statistics of rare events in queueing networks

DOI10.1109/9.106155zbMath0739.60080WikidataQ57814326 ScholiaQ57814326MaRDI QIDQ3986807

Tava M. Lennon, Michael R. Frater, Brian D. O. Anderson

Publication date: 27 June 1992

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/b147085a299d81a81300c2f6397f5c8075531378

zbMATH Keywords

numerical minimization; buffer overflows in networks

Mathematics Subject Classification ID

60K25: Queueing theory (aspects of probability theory)

60K20: Applications of Markov renewal processes (reliability, queueing networks, etc.)

Related Items

The cross-entropy method with patching for rare-event simulation of large Markov chains, Optimization of computer simulation models with rare events, Asymptotics of first passage times for random walk in an orthant, Fast simulation of buffer overflows in tandem networks of \(GI/GI/1\) queues, Counterexamples in importance sampling for large deviations probabilities, Large deviations of Jackson networks., Ordinal optimization approach to rare event probability problems, Sample path large deviations and intree networks, Genetic algorithms and call admission to telecommunications networks, Approximation of the exit probability of a stable Markov modulated constrained random walk, Excessive backlog probabilities of two parallel queues, Rare-event simulation of non-Markovian queueing networks using a state-dependent change of measure determined using cross-entropy, Stationary tail probabilities in exponential server tandems with renewal arrivals