Extension of heuristics for simulating population overflow in Jackson tandem queuing networks to non-Markovian tandem queuing networks

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Zaburnenko, Tatiana S. and Boer de, Pieter-Tjerk and Haverkort, Boudewijn R.H.M. (2008) Extension of heuristics for simulating population overflow in Jackson tandem queuing networks to non-Markovian tandem queuing networks. In: Seventh International Workshop on Rare Event Simulation, RESIM 2008, 24-26 September 2008, Rennes, France.

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Abstract:In this paper we extend previously proposed state-dependent importance sampling heuristics for simulation of population overflow in Markovian tandem queuing networks to non-Markovian tandem networks, and experimentally demonstrate the asymptotic efficiency of the resulting heuristics.
Item Type:Conference or Workshop Item
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Electrical Engineering, Mathematics and Computer Science (EEMCS)
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Link to this item:http://purl.utwente.nl/publications/62705
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