Efficient importance sampling heuristics for the simulation of population overflow in Jackson networks

ACM Transactions on Modeling and Computer Simulation

Volumn 17, Issue 2, 2007, Pages

  Nicola, Victor F ^a   Zaburnenko, Tatiana S ^a  

^a UNIVERSITY OF TWENTE   (Netherlands)

Author keywords

Asymptotic efficiency; Importance sampling; Jackson networks; Queuing models; Rare event simulation; Variance reduction

Indexed keywords

COMPUTER SIMULATION; DATA FLOW ANALYSIS; ERROR ANALYSIS; HEURISTIC METHODS; PROBABILITY DISTRIBUTIONS; REQUIREMENTS ENGINEERING; ROBUST CONTROL;

ASYMPTOTIC EFFICIENCY; IMPORTANCE SAMPLING; JACKSON NETWORKS; QUEUING MODELS; RARE EVENT SIMULATION; VARIANCE REDUCTION;

COMPUTER SYSTEMS;

EID: 34247277188     PISSN: 10493301     EISSN: 15581195     Source Type: Journal    
DOI: 10.1145/1225275.1225281     Document Type: Article

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