Rare-event simulation of non-Markovian queueing networks using a state-dependent change of measure determined using cross-entropy

DOI10.1007/s10479-005-5725-yzbMath1074.90053OpenAlexW2144066092MaRDI QIDQ2485926

Pieter-Tjerk de Boer

Publication date: 5 August 2005

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

Full work available at URL: https://research.utwente.nl/en/publications/rareevent-simulation-of-nonmarkovian-queueing-networks-using-a-statedependent-change-of-measure-determined-using-crossentropy(ab53a00c-95cf-41bf-b5fc-2b68268a5e40).html

zbMATH Keywords

queueing networksrare-event simulationcross-entropy method

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Deterministic network models in operations research (90B10) Markov and semi-Markov decision processes (90C40)

Related Items

Simulation models to support the preliminary electoral results program for the Mexican electoral institute, An optimal routing policy for unmanned aerial vehicles (analytical and cross-entropy simulation approach)

Uses Software

• RESTART

Cites Work

• Unnamed Item
• Unnamed Item
• Rare event restart simulation of two-stage networks
• Optimization of computer simulation models with rare events
• Adapative importance sampling on discrete Markov chains
• The cross-entropy method for combinatorial and continuous optimization
• A tutorial on the cross-entropy method
• A Fast Cross-Entropy Method for Estimating Buffer Overflows in Queueing Networks
• A quick simulation method for excessive backlogs in networks of queues
• Large deviations theory and efficient simulation of excessive backlogs in a GI/GI/m queue
• Optimally efficient estimation of the statistics of rare events in queueing networks
• An algorithmic approach to the optimization of importance sampling parameters in digital communication system simulation
• Analysis of an importance sampling estimator for tandem queues
• Fast simulation of rare events in queueing and reliability models