Efficient Steady-State Simulation of High-Dimensional Stochastic Networks

DOI10.1287/stsy.2021.0077zbMath1496.60111arXiv2001.08384OpenAlexW3172749241MaRDI QIDQ5084487

Xinyun Chen, Nian Si, Peter W. Glynn, Jose H. Blanchet

Publication date: 24 June 2022

Published in: Stochastic Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.08384

zbMATH Keywords

queueing networkssteady-state simulationmultilevel Monte Carloreflected Brownian motion

Mathematics Subject Classification ID

Stochastic network models in operations research (90B15) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Related Items (2)

On the effective dimension and multilevel Monte Carlo ⋮ Dimension-free local convergence and perturbations for reflected Brownian motions

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