Efficient importance sampling heuristics for the simulation of population overflow in Jackson networks
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Publication:4565383
DOI10.1145/1225275.1225281zbMath1390.90249MaRDI QIDQ4565383
Victor F. Nicola, Tatiana S. Zaburnenko
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/10.1145/1225275.1225281
importance sampling; asymptotic efficiency; variance reduction; Jackson networks; rare event simulation; queuing models
90B15: Stochastic network models in operations research
90B22: Queues and service in operations research
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