Efficient importance sampling heuristics for the simulation of population overflow in Jackson networks
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Publication:4565383
DOI10.1145/1225275.1225281zbMath1390.90249OpenAlexW2626153797MaRDI 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 samplingasymptotic efficiencyvariance reductionJackson networksrare event simulationqueuing models
Stochastic network models in operations research (90B15) Queues and service in operations research (90B22)
Related Items (7)
Networks with cascading overloads ⋮ Approximation of excessive backlog probabilities of two tandem queues ⋮ The cross-entropy method with patching for rare-event simulation of large Markov chains ⋮ Excessive backlog probabilities of two parallel queues ⋮ Control of a tandem queue with a startup cost for the second server ⋮ Analysis of a Splitting Estimator for Rare Event Probabilities in Jackson Networks ⋮ Approximation of the exit probability of a stable Markov modulated constrained random walk
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