Importance sampling for Jackson networks
From MaRDI portal
Publication:833107
DOI10.1007/s11134-009-9124-yzbMath1166.60329OpenAlexW2027096901MaRDI QIDQ833107
Publication date: 11 August 2009
Published in: Queueing Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11134-009-9124-y
Monte Carlo methods (65C05) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Deterministic network models in operations research (90B10) Large deviations (60F10) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)
Related Items
ON STATE-INDEPENDENT IMPORTANCE SAMPLING FOR THE GI|GI|1 TANDEM QUEUE1 ⋮ Approximation of excessive backlog probabilities of two tandem queues ⋮ Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes ⋮ Efficient simulation and conditional functional limit theorems for ruinous heavy-tailed random walks ⋮ Excessive backlog probabilities of two parallel queues ⋮ The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation ⋮ On Efficiency of Multilevel Splitting ⋮ Performance evaluation of an importance sampling technique in a Jackson network ⋮ Simulating tail asymptotics of a Markov chain ⋮ Asymptotically optimal importance sampling for Jackson networks with a tree topology ⋮ Importance sampling for non-Markovian tandem queues using subsolutions ⋮ Escaping from an attractor: Importance sampling and rest points. I. ⋮ Analysis of a Splitting Estimator for Rare Event Probabilities in Jackson Networks ⋮ Importance functions for restart simulation of general Jackson networks ⋮ A Cross-Entropy Scheme for Mixtures ⋮ Approximation of the exit probability of a stable Markov modulated constrained random walk
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A viscosity solution approach to the asymptotic analysis of queueing systems
- Importance sampling for a Markov modulated queuing network
- Simulation methods of queues: An overview
- Stability of generalized Jackson networks
- Counterexamples in importance sampling for large deviations probabilities
- Large deviations and queueing networks: Methods for rate function identification
- Large deviations and importance sampling for a tandem network with slow-down
- Dynamic importance sampling for queueing networks
- A quick simulation method for excessive backlogs in networks of queues
- Conditioned limit theorems relating a random walk to its associate, with applications to risk reserve processes and the GI/G/1 queue
- Large deviations theory and efficient simulation of excessive backlogs in a GI/GI/m queue
- Importance Sampling, Large Deviations, and Differential Games
- Applied Probability and Queues
- Analysis of an importance sampling estimator for tandem queues
- Fast simulation of rare events in queueing and reliability models
- Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling
- Uniformly Efficient Importance Sampling for the Tail Distribution of Sums of Random Variables
- Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations