Editorial: rare-event simulation for queues

DOI10.1007/S11134-007-9053-6MaRDI QIDQ2465685zbMATH OpenOpenAlexFDO

Authors Jose Blanchet, M. R. H. Mandjes

Publication date 7 January 2008

Published in Queueing Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11134-007-9053-6

zbMATH Keywords

Monte Carlo methodsnetworkqueueing theory

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Deterministic network models in operations research (90B10) Queues and service in operations research (90B22)

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Cites work

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• Asymptotic evaluation of certain markov process expectations for large time, I
• Asymptotic evaluation of certain markov process expectations for large time, II
• Counterexamples in importance sampling for large deviations probabilities
• Efficient rare-event simulation for the maximum of heavy-tailed random walks
• Fast simulation of rare events in queueing and reliability models
• scientific article; zbMATH DE number 4207654 (Why is no real title available?)
• scientific article; zbMATH DE number 2106098 (Why is no real title available?)
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• Stochastic simulation: Algorithms and analysis

Cited in

(14)

• Importance sampling algorithms for first passage time probabilities in the infinite server queue
• Rare events in queueing systems -- A survey
• Introduction to rare event simulation.
• Rare event simulation for electronic circuit design
• Rare event simulation for a slotted time M/G/s model
• Some recent advances in stochastic simulation
• scientific article; zbMATH DE number 5560392 (Why is no real title available?)
• Rare event analysis by Monte Carlo techniques in static models
• Regenerative rare events simulation via likelihood ratios
• Rare-Event Simulation for Multistage Production-Inventory Systems
• Editor's introduction: Special issue honoring Perwez Shahabuddin
• Fast simulation of rare events in queueing and reliability models
• Rare-event simulation for many-server queues
• Performance analysis conditioned on rare events: an adaptive simulation scheme

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