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| Titel: |
Importance Sampling for a Markov Modulated Queuing Network with Customer Impatience until the End of Service |
| Auteur: |
Ebrahim MAHDIPOUR Amir Masoud RAHMANI Saeed SETAYESHI |
| Verschenen in: |
Informatica economica |
| Paginering: | Jaargang 13 (2009) nr. 3 pagina's 106-118 |
| Jaar: |
2009 |
| Inhoud: |
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. |
| Uitgever: |
Inforec Association (provided by DOAJ) |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 40 van 87 gevonden artikelen
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