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

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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.
    Original languageUndefined
    Title of host publicationProceedings of the seventh International Workshop on Rare Event Simulation, RESIM2008
    Place of PublicationRennes, France
    PublisherINRIA
    Pages165-168
    Number of pages4
    ISBN (Print)not assigned
    Publication statusPublished - Sep 2008

    Publication series

    Name
    PublisherINRIA
    NumberWP 08-02

    Keywords

    • EWI-14925
    • METIS-255145
    • IR-62705

    Cite this

    Zaburnenko, T. S., de Boer, P-T., & Haverkort, B. R. H. M. (2008). Extension of heuristics for simulating population overflow in Jackson tandem queuing networks to non-Markovian tandem queuing networks. In Proceedings of the seventh International Workshop on Rare Event Simulation, RESIM2008 (pp. 165-168). Rennes, France: INRIA.