### Abstract

Original language | Undefined |
---|---|

Title of host publication | The 2006 Russian-Scandinavian Symposium on Probability Theory and Applied Probability |

Pages | 86-93 |

Number of pages | 3 |

Publication status | Published - 2006 |

### Keywords

- EWI-9121
- IR-63922
- METIS-248481

### Cite this

*The 2006 Russian-Scandinavian Symposium on Probability Theory and Applied Probability*(pp. 86-93)

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*The 2006 Russian-Scandinavian Symposium on Probability Theory and Applied Probability.*pp. 86-93.

**Efficient Heuristics for Simulating Population Overflow in Parallel Networks.** / Zaburnenko, T.S.; Nicola, V.F.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic

TY - GEN

T1 - Efficient Heuristics for Simulating Population Overflow in Parallel Networks

AU - Zaburnenko, T.S.

AU - Nicola, V.F.

PY - 2006

Y1 - 2006

N2 - In this paper we propose a state-dependent importance sampling heuristic to estimate the probability of population overflow in networks of parallel queues. This heuristic approximates the “optimal��? state-dependent change of measure without the need for costly optimization involved in other recently proposed adaptive algorithms. Preliminary results from simulations of networks with up to 4 parallel queues and different traffic intensities yield asymptotically efficient estimates (with relative error increasing sublinearly in the overflow level) where state-independent importance sampling is ineffective.

AB - In this paper we propose a state-dependent importance sampling heuristic to estimate the probability of population overflow in networks of parallel queues. This heuristic approximates the “optimal��? state-dependent change of measure without the need for costly optimization involved in other recently proposed adaptive algorithms. Preliminary results from simulations of networks with up to 4 parallel queues and different traffic intensities yield asymptotically efficient estimates (with relative error increasing sublinearly in the overflow level) where state-independent importance sampling is ineffective.

KW - EWI-9121

KW - IR-63922

KW - METIS-248481

M3 - Conference contribution

SN - not assigned

SP - 86

EP - 93

BT - The 2006 Russian-Scandinavian Symposium on Probability Theory and Applied Probability

ER -