State-dependent importance sampling for a Jackson tandem network

DOI10.1145/1842713.1842718zbMATH Open1384.90028OpenAlexW2139927803WikidataQ131124291 ScholiaQ131124291MaRDI QIDQ4635153FDOQ4635153

Werner R. W. Scheinhardt, D. I. Miretskiy, M. R. H. Mandjes

Publication date: 16 April 2018

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

Full work available at URL: https://ir.cwi.nl/pub/13638

zbMATH Keywords

heuristicsstate-dependent samplingsimulation of rare eventsestimation of probabilitiesJackson tandem networklarge-deviations theory

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Queues and service in operations research (90B22)

Cited In (5)

• Performance evaluation of an importance sampling technique in a Jackson network
• Excessive backlog probabilities of two parallel queues
• Alternative proof and interpretations for a recent state-dependent importance sampling scheme
• Approximation of excessive backlog probabilities of two tandem queues
• Asymptotically optimal importance sampling for Jackson networks with a tree topology

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