Optimal sampling of overflow paths in Jackson networks

DOI10.1287/MOOR.2013.0586MaRDI QIDQ5169686zbMATH OpenOpenAlexFDO

Authors Jose Blanchet

Publication date 11 July 2014

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/e55a78f3a8a29de7512cf179675eb24064c9d72a

zbMATH Keywords

conditional pathsJackson networkslarge deviationsqueueing theoryrare-event simulation

Mathematics Subject Classification ID

Large deviations (60F10) Queueing theory (aspects of probability theory) (60K25) Monte Carlo methods (65C05)

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Cited in

(9)

• Approximation of the exit probability of a stable Markov modulated constrained random walk
• Excessive backlog probabilities of two parallel queues
• A weak convergence criterion for constructing changes of measure
• Approximation Algorithm and Perfect Sampler for Closed Jackson Networks with Single Servers
• Large deviations for the empirical mean of an M/M/1 queue
• Approximation of excessive backlog probabilities of two tandem queues
• Efficient simulation of buffer overflow probabilities in Jackson networks with feedback
• Analysis of a splitting estimator for rare event probabilities in Jackson networks
• Hitting probabilities of constrained random walks representing tandem networks

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