Optimal sampling of overflow paths in Jackson networks

DOI10.1287/MOOR.2013.0586zbMATH Open1291.65010OpenAlexW2058494911MaRDI QIDQ5169686FDOQ5169686

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

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zbMATH Keywords

large deviationsqueueing theoryJackson networksrare-event simulationconditional paths

Mathematics Subject Classification ID

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

Cited In (8)

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

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