Efficient simulation of multiclass queueing networks

Abstract

General multiclass queueing systems are extremely difficult to analyze.A great deal of effort has been devoted to examining the question of stability and performance of such networks.However, the simulation of multiclass queueing networks as a tool for performance evaluation has received little attention.We generate useful control variates for the steadystate simulation of multiclass queueing networks with Markovian structure.The resulting variance reductions greatly outweigh the cost of solving a minimization problem prior to the simulation, as evidenced through numerical examples.

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