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                                       Details for article 40 of 87 found articles
 
 
  Importance Sampling for a Markov Modulated Queuing Network with Customer Impatience until the End of Service
 
 
Title: Importance Sampling for a Markov Modulated Queuing Network with Customer Impatience until the End of Service
Author: Ebrahim MAHDIPOUR
Amir Masoud RAHMANI
Saeed SETAYESHI
Appeared in: Informatica economica
Paging: Volume 13 (2009) nr. 3 pages 106-118
Year: 2009
Contents: For more than two decades, there has been a growing of interest in fast simulation techniques for estimating probabilities of rare events in queuing networks. Importance sampling is a variance reduction method for simulating rare events. The present paper carries out strict deadlines to the paper by Dupuis et al for a two node tandem network with feedback whose arrival and service rates are modulated by an exogenous finite state Markov process. We derive a closed form solution for the probability of missing deadlines. Then we have employed the results to an importance sampling technique to estimate the probability of total population overflow which is a rare event. We have also shown that the probability of this rare event may be affected by various deadline values.
Publisher: Inforec Association (provided by DOAJ)
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 40 of 87 found articles
 
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