Efficient simulation of buffer overflow probabilities in Jackson networks with feedback

ACM Transactions on Modeling and Computer Simulation

Volumn 15, Issue 4, 2005, Pages 281-315

  Juneja, Sandeep ^a   Nicola, Victor ^b  

^a TATA INSTITUTE OF FUNDAMENTAL RESEARCH   (India)

^b UNIVERSITY OF TWENTE   (Netherlands)

Author keywords

Asymptotic optimality; Importance sampling; Jackson networks; Queueing networks; Rare event simulation; Variance reduction

Indexed keywords

ASYMPTOTIC OPTIMALITY; IMPORTANCE SAMPLING; JACKSON NETWORKS; RARE EVENT SIMULATION; VARIANCE REDUCTION;

COMPUTER SIMULATION; FEEDBACK; PROBABILITY; QUEUEING NETWORKS;

COMPUTER NETWORKS;

EID: 33744829164     PISSN: 10493301     EISSN: 10493301     Source Type: Journal    
DOI: 10.1145/1113316.1113317     Document Type: Article

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