State-dependent importance sampling for a slowdown tandem queue

被引：0
|
作者：
D. I. Miretskiy
W. R. W. Scheinhardt
M. R. H. Mandjes
机构：
[1] University of Twente,Faculty of Electrical Engineering, Mathematics, and Computer Science
[2] CWI,Korteweg
[3] The University of Amsterdam,de Vries Institute for Mathematics
[4] EURANDOM,undefined
来源：
Annals of Operations Research | 2011年 / 189卷
关键词：
Optimal Path; Importance Sampling; Starting State; Direct Monte Carlo Simulation; Probable Path;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper we investigate an advanced variant of the classical (Jackson) tandem queue, viz. a two-node system with server slowdown. By this mechanism, the service speed of the upstream queue is reduced as soon as the number of jobs in the downstream queue reaches some pre-specified threshold. We focus on the estimation of the probability of overflow in the downstream queue before the system becomes empty, starting from any given state in the state space.
引用
收藏
页码：299 / 329
页数：30
相关论文
共 50 条
  • [31] AUTOMATED STATE-DEPENDENT IMPORTANCE SAMPLING FOR MARKOV JUMP PROCESSES VIA SAMPLING FROM THE ZERO-VARIANCE DISTRIBUTION
    Grace, Adam W.
    Kroese, Dirk P.
    Sandmann, Werner
    [J]. JOURNAL OF APPLIED PROBABILITY, 2014, 51 (03) : 741 - 755
  • [32] State-Dependent Kernel Selection for Conditional Sampling of Graphs
    Scott, James A.
    Gandy, Axel
    [J]. JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 2020, 29 (04) : 847 - 858
  • [33] Analysis of state-dependent discrete-time queue with system disaster
    Sudhesh, Ramupillai
    Vaithiyanathan, Arumugam
    [J]. RAIRO-OPERATIONS RESEARCH, 2019, 53 (05) : 1915 - 1927
  • [34] SCHEDULING IN A SINGLE-SERVER QUEUE WITH STATE-DEPENDENT SERVICE RATES
    Ayesta, Urtzi
    Prabhu, Balakrishna
    Righter, Rhonda
    [J]. PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES, 2020, 34 (04) : 507 - 521
  • [35] Stability and busy periods in a multiclass queue with state-dependent arrival rates
    Philip A. Ernst
    Søren Asmussen
    John J. Hasenbein
    [J]. Queueing Systems, 2018, 90 : 207 - 224
  • [36] Stability and busy periods in a multiclass queue with state-dependent arrival rates
    Ernst, Philip A.
    Asmussen, Soren
    Hasenbein, John J.
    [J]. QUEUEING SYSTEMS, 2018, 90 (3-4) : 207 - 224
  • [37] The Stochastic Queue Core problem, evacuation networks, and state-dependent queues
    Moshtagh, Mehrdad
    Fathali, Jafar
    Smith, J. MacGregor
    [J]. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2018, 269 (02) : 730 - 748
  • [38] STEADY-STATE PROBABILITIES FOR A QUEUE WITH A GENERAL SERVICE DISTRIBUTION AND STATE-DEPENDENT ARRIVALS
    MARIE, RA
    PELLAUMAIL, JM
    [J]. IEEE TRANSACTIONS ON SOFTWARE ENGINEERING, 1983, 9 (01) : 109 - 113
  • [39] On the stability of a partially accessible multi-station queue with state-dependent routing
    Foss, S
    Chernova, N
    [J]. QUEUEING SYSTEMS, 1998, 29 (01) : 55 - 73
  • [40] Optimal Control of State-Dependent Service Rates in a MAP/M/1 Queue
    Xia, Li
    He, Qi-Ming
    Alfa, Attahiru Sule
    [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2017, 62 (10) : 4965 - 4979
12345