Alternative proof and interpretations for a recent state-dependent importance sampling scheme

DOI10.1007/s11134-007-9049-2zbMath1144.90355OpenAlexW2120554309MaRDI QIDQ2465682

Werner R. W. Scheinhardt, Pieter-Tjerk de Boer

Publication date: 7 January 2008

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

Full work available at URL: https://doi.org/10.1007/s11134-007-9049-2

zbMATH Keywords

Importance samplingAsymptotic optimalityTandem queue

Mathematics Subject Classification ID

Queues and service in operations research (90B22)

Related Items (3)

State-dependent importance sampling for a slowdown tandem queue ⋮ Performance evaluation of an importance sampling technique in a Jackson network ⋮ Importance sampling for non-Markovian tandem queues using subsolutions

Cites Work

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• Continuous-time Markov chains. An applications-oriented approach
• Dynamic importance sampling for queueing networks
• The relaxation time of two queueing systems in series
• Importance Sampling and the Cyclic Approach
• A quick simulation method for excessive backlogs in networks of queues
• Analysis of an importance sampling estimator for tandem queues

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