Analysis of state-independent importance-sampling measures for the two-node tandem queue

DOI10.1145/1147224.1147226MaRDI QIDQ4565371zbMATH OpenOpenAlexWikidataFDO

Authors Pieter-Tjerk de Boer

Publication date 12 June 2018

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://research.utwente.nl/en/publications/analysis-of-stateindependent-importancesampling-measures-for-the-twonode-tandem-queue(736c828a-0561-4169-952d-d658495dfae8).html

zbMATH Keywords

importance samplingrare event simulationtandem queueing networks

Mathematics Subject Classification ID

Queues and service in operations research (90B22)

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Cited in

(11)

• Approximation of the exit probability of a stable Markov modulated constrained random walk
• Excessive backlog probabilities of two parallel queues
• Importance sampling for non-Markovian tandem queues using subsolutions
• Dynamic importance sampling for queueing networks
• Rare-event simulation for tandem queues: a simple and efficient importance sampling scheme
• Approximation of excessive backlog probabilities of two tandem queues
• State-dependent importance sampling for a Jackson tandem network
• ON STATE-INDEPENDENT IMPORTANCE SAMPLING FOR THE GI|GI|1 TANDEM QUEUE¹
• The cross-entropy method with patching for rare-event simulation of large Markov chains
• State-dependent importance sampling for a slowdown tandem queue
• Hitting probabilities of constrained random walks representing tandem networks

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