Author Publications

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Number of items: 17.

2012

Miretskiy, D.I. and Scheinhardt, W.R.W. and Mandjes, M.R.H. (2012) On efficiency of multilevel splitting. Communications in Statistics - Theory and Methods, 41 (6). pp. 890-904. ISSN 0361-0926

2011

Miretskiy, D.I. and Scheinhardt, W.R.W. and Mandjes, M.R.H. (2011) State-dependent importance sampling for a slowdown tandem queue. Annals of Operations Research, 189 (1). pp. 299-329. ISSN 0254-5330

2010

Miretskiy, Denis and Scheinhardt, Werner and Mandjes, Michel (2010) State-dependent importance sampling for a Jackson tandem network. ACM Transactions on Modeling and Computer Simulation, 20 (3). p. 15. ISSN 1049-3301

2009

Miretskiy, Denis and Scheinhardt, Werner and Mandjes, Michel (2009) Rare-event similation for tandem queues: a simple and efficient importance sampling scheme. In: Third Euro-NF Conference on Network Control and Optimization, NET-COOP, November 23-25, 2009, Eindhoven, The Netherlands (pp. pp. 107-120).

Miretskiy, D.I. and Scheinhardt, W.R.W. and Mandjes, M.R.H. (2009) An efficient multilevel splitting scheme. In: 6th St. Petersburg Workshop on Simulation, 28 June - 4 July 2009, St. Petersburg, Russia (pp. pp. 909-914).

Miretskiy, D.I. and Scheinhardt, W.R.W. and Mandjes, M.R.H. (2009) Backpressure-based control protocols: design and computational aspects. In: 21st International Teletraffic Congress, ITC, 15-17 Sept 2009, Paris, France.

Miretskiy, D.I. and Scheinhardt, W.R.W. and Mandjes, M.R.H. (2009) Rare-Event Simulation for Tandem Queues: A Simple and Efficient Importance Sampling Scheme. In: Third Euro-NF Conference on Network Control and Optimization, NET-COOP 2009, November 23-25, 2009, Eindhoven, The Netherlands (pp. pp. 107-120).

Miretskiy, Denis (2009) Queueing networks : rare events and fast simulations. thesis.

2008

Litvak, N. and Altaf, M.U. and Barbu, A.L. and Jain, S. and Miretskiy, D.I. and Mohammadi, L. and Onur, E. and in 't Panhuis, J.C.H.W. and Sumihar, J.H. and Vellekoop, M.H. and van Wijk, A.C.C. and Bisseling, R.H. (2008) Increasing detection performance of surveillance sensor networks. In: Proceedings of the 63rd European Study Group Mathematics with Industry, 28 Jan - 1 Feb 2008, Enschede, The Netherlands (pp. pp. 85-115).

Miretskiy, D.I. and Scheinhardt, W.R.W. and Mandjes, M.R.H. (2008) State-dependent importance sampling for a Jackson tandem network. [Report]

Miretskiy, D.I. and Scheinhardt, W.R.W. and Mandjes, M.R.H. (2008) State-dependent Importance Sampling for a Slow-down Tandem Queue. [Report]

Miretskiy, D.I. and Scheinhardt, W.R.W. and Mandjes, M.R.H. (2008) Simulation of a Jackson tandem network using state-dependent importance sampling. In: 3rd International Workshop on Tools for Solving Structured Markov Chains, SMCTools 2008, 20 Oct 2008, Athens, Greece (pp. pp. 1-9).

Miretskiy, D.I. and Scheinhardt, W.R.W. and Mandjes, M.R.H. (2008) Simple and efficient importance sampling scheme for a tandem queue with server slow-down. In: 7th Internationals Workshop on Rare Event Simulation, RESIM 2008, 24-26 Sept 2008, Rennes, France (pp. pp. 38-49).

2007

Gnedin, Alexander V. and Miretskiy, Denis I. (2007) Winning rate in the full-information best-choice problem. Journal of Applied Probability, 44 (2). pp. 560-565. ISSN 0021-9002

Miretskiy, D.I. and Scheinhardt, W.R.W. and Mandjes, M.R.H. (2007) Tandem queue with server slow-down. ACM SIGMETRICS Performance Evaluation Review, 35 (3). pp. 51-52. ISSN 0163-5999

Miretskiy, D.I. and Scheinhardt, W.R.W. and Mandjes, M.R.H. (2007) Efficient Simulation of a Tandem Queue with Server Slow-down. Simulation, 83 (11). pp. 751-767. ISSN 0037-5497

2006

Miretskiy, D.I. and Scheinhardt, W.R.W. and Mandjes, M.R.H. (2006) Efficient simulation of a tandem queue with server slow-down. In: 6th International Workshop on Rare Event Simulation, 8-10 October 2006, Bamberg, Germany (pp. pp. 132-143).

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