State-dependent importance sampling for a Jackson tandem network
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Publication:4635153
DOI10.1145/1842713.1842718zbMath1384.90028OpenAlexW2139927803MaRDI QIDQ4635153
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
heuristicsstate-dependent samplingsimulation of rare eventsestimation of probabilitiesJackson tandem networklarge-deviations theory
Sampling theory, sample surveys (62D05) Queues and service in operations research (90B22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
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