Importance sampling for a Markov modulated queuing network (Q1004403)
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scientific article; zbMATH DE number 5527430
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Importance sampling for a Markov modulated queuing network |
scientific article; zbMATH DE number 5527430 |
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Importance sampling for a Markov modulated queuing network (English)
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10 March 2009
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dynamic importance sampling
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rare event simulation
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tandem queues
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queuing networks
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Markov modulated
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regime switch
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overflow probability
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large deviations
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Isaacs equation
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optimal control
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