Queue inference from periodic reporting data
From MaRDI portal
Publication:613342
DOI10.1016/J.ORL.2010.05.005zbMath1202.90087OpenAlexW2031021260MaRDI QIDQ613342
Edward H. Kaplan, Jesse C. Frey
Publication date: 20 December 2010
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2010.05.005
Related Items (4)
Remarks on queue inference from departure data alone and the importance of the queue inference engine ⋮ Optimization-Based Calibration of Simulation Input Models ⋮ Estimating the size of a hidden finite set: large-sample behavior of estimators ⋮ A survey of parameter and state estimation in queues
Cites Work
- Moment estimation of customer loss rates from transactional data
- Estimating characteristics of queueing networks using transactional data
- Terror Queues
- A two-point Markov chain boundary-value problem
- The Queue Inference Engine: Deducing Queue Statistics from Transactional Data
- An algorithm for computing rectangular multinomial probabilities
- A Vehicle Routing Problem with Stochastic Demand
- Exploiting Markov chains to infer queue length from transactional data
- Efficient Computation of Probabilities of Events Described by Order Statistics and Applications to Queue Inference
- The Calculation of Distributions of Two-Sided Kolmogorov-Smirnov Type Statistics
This page was built for publication: Queue inference from periodic reporting data