Rare-event simulation for tandem queues: a simple and efficient importance sampling scheme

2009-11-01

Presented at the International Workshop on Network Control and Optimization, Eindhoven, the Netherlands

Additional Metadata
Keywords	queueing, importance sampling, rare events, large deviations, tandem network
MSC	Queueing theory (msc 60K25)
THEME	Logistics (theme 3), Energy (theme 4)
Publisher	Springer
Series	Lecture Notes in Computer Science
Conference	International Workshop on Network Control and Optimization
Note	Part of this research has been funded by the Dutch BSIK/BRICKS project. This article is also the result of joint research in the 3TU Centre of Competence NIRICT (Netherlands Institute for Research on ICT) within the Federation of Three Universities of Technology in The Netherlands
Organisation	Stochastics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Miretskiy, D. I., Mandjes, M., & Scheinhardt, W. (2009). Rare-event simulation for tandem queues: a simple and efficient importance sampling scheme. In Proceedings of Workshop on Reachability Problems 2009 (WRP 3) (pp. 91–106). Springer.

See Also
techReport Rare-event simulation for tandem queues: a simple and efficient importance sampling scheme D.I. Miretskiy, M.R.H. Mandjes (Michel) and W.R.W. Scheinhardt (Werner)
techReport Rare-event simulation for tandem queues: a simple and efficient importance sampling scheme D.I. Miretskiy, M.R.H. Mandjes (Michel) and W.R.W. Scheinhardt (Werner)
techReport Rare-event simulation for tandem queues: a simple and efficient importance sampling scheme D.I. Miretskiy, M.R.H. Mandjes (Michel) and W.R.W. Scheinhardt (Werner)
techReport Rare-event simulation for tandem queues: a simple and efficient importance sampling scheme D.I. Miretskiy, M.R.H. Mandjes (Michel) and W.R.W. Scheinhardt (Werner)

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