Optimal Sampling of Overflow Paths in Jackson Networks

DOI10.1287/moor.2013.0586zbMath1291.65010OpenAlexW2058494911MaRDI QIDQ5169686

Jose H. Blanchet

Publication date: 11 July 2014

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/e55a78f3a8a29de7512cf179675eb24064c9d72a

zbMATH Keywords

large deviationsqueueing theoryJackson networksrare-event simulationconditional paths

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Queueing theory (aspects of probability theory) (60K25) Large deviations (60F10)

Related Items (6)

Approximation of excessive backlog probabilities of two tandem queues ⋮ Large deviations for the empirical mean of an M/M/\(1\) queue ⋮ Excessive backlog probabilities of two parallel queues ⋮ A weak convergence criterion for constructing changes of measure ⋮ Analysis of a Splitting Estimator for Rare Event Probabilities in Jackson Networks ⋮ Approximation of the exit probability of a stable Markov modulated constrained random walk

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