Asymptotically optimal importance sampling for product-form queuing networks

DOI10.1145/174153.174160MaRDI QIDQ4876058zbMATH OpenOpenAlexFDO

Authors Keith W. Ross, Jie Wang

Publication date 14 August 1996

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

Full work available at URL http://www.acm.org/pubs/contents/journals/tomacs/

zbMATH Keywords

algorithmsimportance samplingMonte Carlo integrationperformancequeueing networks

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Recommendations

• Monte Carlo summation and integration applied to multiclass queuing networks
• Importance sampling for Jackson networks
• Variance reduction applied to product form multiclass queuing networks
• Dynamic importance sampling for queueing networks

Cited in

(4)

• Asymptotic analysis for closed multiclass queueing networks in critical usage
• Importance Sampling for Weighted-Serve-the-Longest-Queue
• Variance reduction applied to product form multiclass queuing networks
• Randomized approximation scheme and perfect sampler for closed Jackson networks with multiple servers

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Uses Software

• PANACEA

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