Performance evaluation of an importance sampling technique in a Jackson network

DOI10.1080/00207721.2012.724092zbMath1307.93245OpenAlexW2139461389WikidataQ57572945 ScholiaQ57572945MaRDI QIDQ5172567

Amir Masoud Rahmani, E. Brahim Mahdipour, Saeed Setayeshi

Publication date: 4 February 2015

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721.2012.724092

zbMATH Keywords

importance samplingperformance evaluationqueueing networkrare eventdeadline

Mathematics Subject Classification ID

Semidefinite programming (90C22) Estimation and detection in stochastic control theory (93E10) Sampled-data control/observation systems (93C57)

Cites Work

• Importance sampling for Jackson networks
• Alternative proof and interpretations for a recent state-dependent importance sampling scheme
• Dynamic importance sampling for queueing networks
• Handbook of Monte Carlo Methods
• On Queueing with Customer Impatience Until the End of Service
• Rare Event Simulation using Monte Carlo Methods
• A quick simulation method for excessive backlogs in networks of queues
• Asymptotic robustness of estimators in rare-event simulation
• State-dependent importance sampling for a Jackson tandem network
• Analysis of an importance sampling estimator for tandem queues
• Simulation optimization and correlation with multi stage Monte Carlo optimization