Simulating GI/G/k Queues in Heavy Traffic

DOI10.1287/MNSC.33.9.1192MaRDI QIDQ3763368zbMATH OpenOpenAlexFDO

Authors Do le Minh

Publication date 1987

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.33.9.1192

zbMATH Keywords

consistent estimator for the expected waiting timeKingman's heavy traffic approximationregenerative method

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99) Queues and service in operations research (90B22)

Recommendations

• Technical Note—Simulating the GI/G/1 Queue in Heavy Traffic
• Efficient simulation of queues in heavy traffic
• Queueing Simulation in Heavy Traffic
• NEW ESTIMATORS FOR EFFICIENT GI/G/1 SIMULATION
• Reliable estimation via simulation

Cited in

(13)

• Simulation methods of queues: An overview
• Average waiting time of customers in an \(M/D/k\) queue with nonpreemptive priorities.
• Reliable estimation via simulation
• Optimal design of experiments with simulation models of nearly saturated queues
• Application of the Monte-Carlo simulation for the statistical testing of the hypothesis that a steady-state distribution of the number of customers in the queueing system GI/G/ tends to the normal distribution in the case of heavy traffic
• Validating the heavy traffic performance of regenerative simulation
• Technical Note—Simulating the GI/G/1 Queue in Heavy Traffic
• Queueing Simulation in Heavy Traffic
• Efficient simulation of queues in heavy traffic
• NEW ESTIMATORS FOR EFFICIENT GI/G/1 SIMULATION
• A Variant of the Conditional Expectation Variance Reduction Technique and Its Application to the Simulation of the GI/G/1 Queues
• Set-valued performance approximations for the \(GI/GI/K\) queue given partial information
• Variance Reduction for Simulating Transient GI/G/1 Behavior

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