State-dependent importance sampling for a slowdown tandem queue

DOI10.1007/S10479-010-0823-XzbMATH Open1233.90122OpenAlexW2136948628MaRDI QIDQ666372FDOQ666372

Werner R. W. Scheinhardt, D. I. Miretskiy, M. R. H. Mandjes

Publication date: 8 March 2012

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://ir.cwi.nl/pub/13624

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Mathematics Subject Classification ID

Queues and service in operations research (90B22) Sampling theory in information and communication theory (94A20)

Cites Work

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• On lipschitz continuity of the solution mapping to the skorokhod problem, with applications
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• Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process
• A Tandem Queue with Server Slow-Down and Blocking
• A feedback fluid queue with two congestion control thresholds
• Fast simulation of rare events in queueing and reliability models
• Large deviations and importance sampling for a tandem network with slow-down
• Analysis of an importance sampling estimator for tandem queues
• A quick simulation method for excessive backlogs in networks of queues
• Large deviations theory and efficient simulation of excessive backlogs in a GI/GI/m queue
• Dynamic importance sampling for queueing networks
• Alternative proof and interpretations for a recent state-dependent importance sampling scheme
• State-dependent importance sampling for a slowdown tandem queue

Cited In (5)

• Importance Sampling for Weighted-Serve-the-Longest-Queue
• Rare-event simulation for tandem queues: a simple and efficient importance sampling scheme
• On Efficiency of Multilevel Splitting
• PERFORMANCE MEASURES FOR THE TWO-NODE QUEUE WITH FINITE BUFFERS
• State-dependent importance sampling for a slowdown tandem queue

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