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
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