Rare event restart simulation of two-stage networks

DOI10.1016/j.ejor.2006.02.026zbMath1163.90430OpenAlexW2043692423MaRDI QIDQ858425

José Villén-Altamirano

Publication date: 9 January 2007

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2006.02.026

zbMATH Keywords

queueingsimulationRESTARTrare-event probabilities

Mathematics Subject Classification ID

Queues and service in operations research (90B22)

Related Items

Adaptive Multilevel Splitting for Rare Event Analysis ⋮ A Two-Step Branching Splitting Model Under Cost Constraint for Rare Event Analysis ⋮ An efficient algorithm for rare-event probability estimation, combinatorial optimization, and counting ⋮ The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation ⋮ A combined splitting-cross entropy method for rare-event probability estimation of queueing networks ⋮ Rare-event simulation of non-Markovian queueing networks using a state-dependent change of measure determined using cross-entropy ⋮ Efficient Monte Carlo simulation via the generalized splitting method ⋮ Statistical analysis of a dynamic model for dietary contaminant exposure ⋮ Importance functions for restart simulation of general Jackson networks

Uses Software

• RESTART

Cites Work

• A large deviations perspective on the efficiency of multilevel splitting
• On the efficiency of RESTART for multidimensional state systems
• Fast simulation of rare events in queueing and reliability models
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