Variance reduction applied to product form multiclass queuing networks

DOI10.1145/268403.268419zbMath0917.65129OpenAlexW1979154598WikidataQ127245500 ScholiaQ127245500MaRDI QIDQ4228538

Bruno Tuffin

Publication date: 1 March 1999

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

Full work available at URL: https://doi.org/10.1145/268403.268419

zbMATH Keywords

performancevariance reductionlow discrepancy sequencesquasi-Monte Carlo methodsantithetic variatesproduct-form multiclass queuing networks

Mathematics Subject Classification ID

Network design and communication in computer systems (68M10) Queueing theory (aspects of probability theory) (60K25) Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (4)

Estimation of steady-state quantities of an HMM with some rarely generated emissions ⋮ Some current issues in quasi-Monte Carlo methods ⋮ Variance reduction order using good lattice points in Monte Carlo methods ⋮ A Bayesian Approach to Parameter Inference in Queueing Networks

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