Variance Reduction Techniques for the Simulation of Markov Processes, I: Multiple Estimates

DOI10.1147/rd.245.0570zbMath0438.60085OpenAlexW2042022489MaRDI QIDQ3880064

Philip Heidelberger

Publication date: 1980

Published in: IBM Journal of Research and Development (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1147/rd.245.0570

zbMATH Keywords

semi-Markov processesqueueing modelsmultiple-server queuesimulation of Markov processes

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Markov renewal processes, semi-Markov processes (60K15) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

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