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

T.S. Zaburnenko, Pieter-Tjerk de Boer, Boudewijn R.H.M. Haverkort

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

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 languageEnglish
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
Externally publishedYes

Publication series

NameINRIA
NumberWP 08-02

Keywords

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

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  • 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). (INRIA; No. WP 08-02). INRIA.