Importance sampling for a Markov modulated queuing network
نویسندگان
چکیده
منابع مشابه
Importance Sampling for a Markov Modulated Queuing Network with Customer Impatience until the End of Service
For more than two decades, there has been a growing of interest in fast simulation techniques for estimating probabilities of rare events in queuing networks. Importance sampling is a variance reduction method for simulating rare events. The present paper carries out strict deadlines to the paper by Dupuis et al for a two node tandem network with feedback whose arrival and service rates are mod...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2009
ISSN: 0304-4149
DOI: 10.1016/j.spa.2008.02.009