State-dependent importance sampling for a Jackson tandem network

DOI10.1145/1842713.1842718MaRDI QIDQ4635153zbMATH OpenOpenAlexWikidataFDO

Authors D. I. Miretskiy, Werner R. W. Scheinhardt, 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)

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(19)

• 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
• Analysis of state-independent importance-sampling measures for the two-node tandem queue
• Efficient simulation of a tandem Jackson network
• Efficient importance sampling heuristics for the simulation of population overflow in Jackson networks
• 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
• Importance sampling for Jackson networks
• Large deviations and importance sampling for a tandem network with slow-down
• Approximation of excessive backlog probabilities of two tandem queues
• Asymptotically optimal importance sampling for Jackson networks with a tree topology
• ON STATE-INDEPENDENT IMPORTANCE SAMPLING FOR THE GI|GI|1 TANDEM QUEUE¹
• Importance sampling for non-Markovian tandem queues using subsolutions
• Efficient simulation of buffer overflow probabilities in Jackson networks with feedback
• State-dependent importance sampling for a slowdown tandem queue
• Dynamic importance sampling for queueing networks
• Importance sampling for a Markov modulated queuing network

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