Importance sampling algorithms for first passage time probabilities in the infinite server queue
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Publication:1042120
DOI10.1016/j.ejor.2008.10.028zbMath1176.90131OpenAlexW2127126889MaRDI QIDQ1042120
Publication date: 7 December 2009
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2008.10.028
Related Items (6)
On the benefits of Laplace samples in solving a rare event problem using cross-entropy method ⋮ Approximation of excessive backlog probabilities of two tandem queues ⋮ Excessive backlog probabilities of two parallel queues ⋮ Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process ⋮ Rare-Event Simulation for Many-Server Queues ⋮ Approximation of the exit probability of a stable Markov modulated constrained random walk
Uses Software
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