Efficient simulation of buffer overflow probabilities in jackson networks with feedback
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Publication:4565359
DOI10.1145/1113316.1113317zbMath1390.90224MaRDI QIDQ4565359
Sandeep Juneja, Victor F. Nicola
Publication date: 12 June 2018
Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1145/1113316.1113317
importance sampling; variance reduction; queueing networks; asymptotic optimality; Jackson networks; rare event simulation
90B15: Stochastic network models in operations research
90B22: Queues and service in operations research
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