A Rare-Event Simulation Algorithm for Periodic Single-Server Queues

DOI10.1287/ijoc.2017.0766zbMath1446.90063OpenAlexW2769253612WikidataQ57404042 ScholiaQ57404042MaRDI QIDQ5131711

Ni Ma, Ward Whitt

Publication date: 9 November 2020

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/106ca43c41e222f641d7bc51cf9302c859f35388

zbMATH Keywords

heavy trafficperiodic queuesexponential change of measurerare-event simulationruin probabilitiesreflected periodic Brownian motion

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Brownian motion (60J65) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Related Items (3)

Minimizing the Maximum Expected Waiting Time in a Periodic Single-Server Queue with a Service-Rate Control ⋮ Stabilizing the virtual response time in single-server processor sharing queues with slowly time-varying arrival rates ⋮ Time-Varying Robust Queueing

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