On the efficiency of RESTART for multidimensional state systems

DOI10.1145/1147224.1147227MaRDI QIDQ4565372zbMATH OpenOpenAlexFDO

Authors Manuel Villen-Altamirano, José Villén-Altamirano

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/10.1145/1147224.1147227

zbMATH Keywords

simulationefficiencyvariance reductionqueuesrare eventssplittingRESTART

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Queues and service in operations research (90B22)

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(5)

• Sampling per mode for rare event simulation in switching diffusions
• Computational costs of fast stochastic simulation techniques for Markovian fluid models in multiservice networks
• Rare event restart simulation of two-stage networks
• Mean-performance of sharp restart: II. Inequality roadmap
• Importance functions for restart simulation of general Jackson networks

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