Importance sampling for a Markov modulated queuing network (Q1004403)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Importance sampling for a Markov modulated queuing network
scientific article

    Statements

    Importance sampling for a Markov modulated queuing network (English)
    0 references
    0 references
    10 March 2009
    0 references
    dynamic importance sampling
    0 references
    rare event simulation
    0 references
    tandem queues
    0 references
    queuing networks
    0 references
    Markov modulated
    0 references
    regime switch
    0 references
    overflow probability
    0 references
    large deviations
    0 references
    Isaacs equation
    0 references
    optimal control
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references