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
Recommendations
- Rare-event simulation for tandem queues: a simple and efficient importance sampling scheme
- Importance sampling for Jackson networks
- State-dependent importance sampling for a slowdown tandem queue
- Analysis of state-independent importance-sampling measures for the two-node tandem queue
- Analysis of an importance sampling estimator for tandem queues
heuristicsstate-dependent samplingsimulation of rare eventsestimation of probabilitiesJackson tandem networklarge-deviations theory
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 (8)
- Performance evaluation of an importance sampling technique in a Jackson network
- Rare-event simulation for tandem queues: a simple and efficient importance sampling scheme
- Optimal importance sampling for Markovian systems with applications to tandem queues
- Excessive backlog probabilities of two parallel queues
- Alternative proof and interpretations for a recent state-dependent importance sampling scheme
- Rare-event simulation of non-Markovian queueing networks using a state-dependent change of measure determined using cross-entropy
- Approximation of excessive backlog probabilities of two tandem queues
- Asymptotically optimal importance sampling for Jackson networks with a tree topology
This page was built for publication: State-dependent importance sampling for a Jackson tandem network
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4635153)
