State-dependent importance sampling for a slowdown tandem queue
From MaRDI portal
Publication:666372
DOI10.1007/s10479-010-0823-xzbMath1233.90122OpenAlexW2136948628MaRDI QIDQ666372
D. I. Miretskiy, Werner R. W. Scheinhardt, M. R. H. Mandjes
Publication date: 8 March 2012
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://ir.cwi.nl/pub/13624
Queues and service in operations research (90B22) Sampling theory in information and communication theory (94A20)
Related Items (3)
PERFORMANCE MEASURES FOR THE TWO-NODE QUEUE WITH FINITE BUFFERS ⋮ State-dependent importance sampling for a slowdown tandem queue ⋮ On Efficiency of Multilevel Splitting
Cites Work
- Unnamed Item
- Unnamed Item
- State-dependent importance sampling for a slowdown tandem queue
- A feedback fluid queue with two congestion control thresholds
- Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process
- Large deviations and importance sampling for a tandem network with slow-down
- Alternative proof and interpretations for a recent state-dependent importance sampling scheme
- Dynamic importance sampling for queueing networks
- A quick simulation method for excessive backlogs in networks of queues
- Large deviations theory and efficient simulation of excessive backlogs in a GI/GI/m queue
- Analysis of an importance sampling estimator for tandem queues
- Fast simulation of rare events in queueing and reliability models
- A Tandem Queue with Server Slow-Down and Blocking
- On lipschitz continuity of the solution mapping to the skorokhod problem, with applications
This page was built for publication: State-dependent importance sampling for a slowdown tandem queue