Rare-event analysis and simulation of queues with time-varying rates

DOI10.1007/S11134-022-09763-WzbMath1491.90064OpenAlexW4226374833MaRDI QIDQ2146429

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Publication date: 16 June 2022

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11134-022-09763-w

Mathematics Subject Classification ID

Queues and service in operations research (90B22)

Cites Work

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• Counterexamples in importance sampling for large deviations probabilities
• Large deviations and fast simulation in the presence of boundaries.
• A Survey and Experimental Comparison of Service-Level-Approximation Methods for Nonstationary M(t)/M/s(t) Queueing Systems with Exhaustive Discipline
• Strong Approximations for Time-Dependent Queues
• Analysis of an importance sampling estimator for tandem queues

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