Importance functions for restart simulation of general Jackson networks

DOI10.1016/j.ejor.2009.07.013zbMath1176.90078OpenAlexW1998239873MaRDI QIDQ1043344

José Villén-Altamirano

Publication date: 7 December 2009

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: http://oa.upm.es/7129/

zbMATH Keywords

queueingsimulationRESTARTrare event probabilities

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Deterministic network models in operations research (90B10)

Related Items

Separable solutions for Markov processes in random environments

Uses Software

• TimeNET
• RESTART

Cites Work

• The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation
• Importance sampling for Jackson networks
• Rare event restart simulation of two-stage networks
• Multilevel Splitting for Estimating Rare Event Probabilities
• Rare events, splitting, and quasi-Monte Carlo
• Exact solution for random walks on the triangular lattice with absorbing boundaries
• On the efficiency of RESTART for multidimensional state systems
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