Importance Sampling for Weighted-Serve-the-Longest-Queue

DOI10.1287/MOOR.1090.0389zbMath1215.65019OpenAlexW2057146394MaRDI QIDQ3169055

Paul Dupuis, Hui Wang, Kevin Leder

Publication date: 27 April 2011

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/2fb9e3d4384f0c731464ae498676a82c76eeabb5

zbMATH Keywords

simulationMonte Carloimportance samplingrare eventsqueueing systemsIsaacs equation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

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Importance Sampling for Metastable and Multiscale Dynamical Systems ⋮ Large deviations for a feed-forward network ⋮ Escaping from an attractor: Importance sampling and rest points. I.

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