Optimal importance sampling for Markovian systems with applications to tandem queues

DOI10.1016/S0378-4754(97)00049-9zbMath1017.60500MaRDI QIDQ1404619

I. Kuruganti, Stephen G. Strickland

Publication date: 21 August 2003

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25)

Cites Work

• Importance Sampling for Stochastic Simulations
• Large deviations and rare events in the study of stochastic algorithms
• A quick simulation method for excessive backlogs in networks of queues
• Importance Sampling for the Simulation of Highly Reliable Markovian Systems
• A characterization of the simple failure-biasing method for simulations of highly reliable Markovian Systems

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