State-dependent importance sampling for a slowdown tandem queue

DOI10.1007/S10479-010-0823-XMaRDI QIDQ666372zbMATH OpenOpenAlexFDO

Authors D. I. Miretskiy, Werner R. W. Scheinhardt, 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

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1153603 (Why is no real title available?)
• scientific article; zbMATH DE number 847278 (Why is no real title available?)
• A Tandem Queue with Server Slow-Down and Blocking
• A feedback fluid queue with two congestion control thresholds
• A quick simulation method for excessive backlogs in networks of queues
• Alternative proof and interpretations for a recent state-dependent importance sampling scheme
• Analysis of an importance sampling estimator for tandem queues
• Dynamic importance sampling for queueing networks
• Fast simulation of rare events in queueing and reliability models
• Large deviations and importance sampling for a tandem network with slow-down
• Large deviations theory and efficient simulation of excessive backlogs in a GI/GI/m queue
• On lipschitz continuity of the solution mapping to the skorokhod problem, with applications
• Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process
• State-dependent importance sampling for a slowdown tandem queue

Cited in

(10)

• Importance Sampling for Weighted-Serve-the-Longest-Queue
• Rare-event simulation for tandem queues: a simple and efficient importance sampling scheme
• Analysis of state-independent importance-sampling measures for the two-node tandem queue
• State-dependent importance sampling for a Jackson tandem network
• Large deviations and importance sampling for a tandem network with slow-down
• ON STATE-INDEPENDENT IMPORTANCE SAMPLING FOR THE GI|GI|1 TANDEM QUEUE¹
• Importance sampling for non-Markovian tandem queues using subsolutions
• On efficiency of multilevel splitting
• State-dependent importance sampling for a slowdown tandem queue
• PERFORMANCE MEASURES FOR THE TWO-NODE QUEUE WITH FINITE BUFFERS

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