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Adaptive state‐ dependent importance sampling simulation of markovian queueing networks
15 references·2 citing·32 second hop
Adaptive state‐ dependent importance sampling simulation of markovian queueing networks (2002)Adaptive state‐ dependent importance samp…Advances in Queueing Theory, Methods, and Open Problems (2023)Advances in Queueing Theory, …Adaptive importance sampling simulation of queueing networks (2002)Adaptive importance sampling …The splitting method in rare event simulation (2000)The splitting method in rare …Analysis and efficient simulation of queueing models of telecommunications systems (2000)Analysis and efficient simula…Modern simulation and modeling (1998)Modern simulation and modelingOptimization of computer simulation models with rare events (1997)Optimization of computer simu…Fast simulation of rare events in queueing and reliability models (1995)Fast simulation of rare event…Analysis of an importance sampling estimator for tandem queues (1995)Analysis of an importance sam…Restart: a straightforward method for fast simulation of rare events (1994)Restart: a straightforward me…Statistical optimization of dynamic importance sampling parameters for efficient simulation of communication networks (1993)Statistical optimization of d…Entropy optimization principles with applications (1993)Entropy optimization principl…Optimally efficient estimation of the statistics of rare events in queueing networks (1991)Optimally efficient estimatio…Large deviations theory and efficient simulation of excessive backlogs in a GI/GI/m queue (1991)Large deviations theory and e…A quick simulation method for excessive backlogs in networks of queues (1989)A quick simulation method for…Large deviations and rare events in the study of stochastic algorithms (1983)Large deviations and rare eve…Efficient importance sampling heuristics for the simulation of population overflow in Jackson networks (2007)Efficient importance sampling…Estimating buffer overflows in three stages using cross-entropy (2003)Estimating buffer overflows i…QUEUES AND INVENTORIES (1967)On the importance function in splitting simulation (2002)Splitting for Rare-Event Simulation (2006)Rare events, splitting, and quasi-Monte Carlo (2007)Applied Probability and Queues (1987)Acceleration of Stochastic Approximation by Averaging (1992)Proceedings of the 2002 Winter Simulation Conference (2002)Simulation optimization: A comprehensive review on theory and applications (2004)Proceedings of the 2017 Winter Simulation Conference (2017)Stochastic Differential Equations (1972)Stability and Optimal Control of the Packet Switching Broadcast Channel (1977)An introduction to large deviations for communication networks (1995)Techniques for fast simulation of models of highly dependable systems (2001)Importance Sampling, Large Deviations, and Differential Games (2004)On the theory of queues with many servers (1955)Importance Sampling for Stochastic Simulations (1989)Stability, queue length, and delay of deterministic and stochastic queueing networks (1994)Importance Sampling for Portfolio Credit Risk (2005)Rare Event Simulation using Monte Carlo Methods (2009)Introduction to Stochastic Processes (2014)Multilevel Splitting for Estimating Rare Event Probabilities (1999)Applied Probability and Queues (2003)Application of the Cross-Entropy Method to the Buffer Allocation Problem in a Simulation-Based Environment (2005)Strategies for finding the design point in non-linear finite element reliability analysis (2005)Improved algorithms for rare event simulation with heavy tails (2006)Chapter 11 Rare-Event Simulation Techniques: An Introduction and Recent Advances (2006)Multi-dimensional asymptotically quasi-Toeplitz Markov chains and their application in queueing theory (2006)Queue-and-Idleness-Ratio Controls in Many-Server Service Systems (2009)Quick simulation: a review of importance sampling techniques in communications systems (1997)A nonparametric model of random uncertainties for reduced matrix models in structural dynamics (2000)Random matrix theory for modeling uncertainties in computational mechanics (2004)Non-Gaussian positive-definite matrix-valued random fields for elliptic stochastic partial differential operators (2005)
this work references cited by second hop

References

  • 1997Optimization of computer simulation models with rare events682 cited
  • 1995Fast simulation of rare events in queueing and reliability models546 cited
  • 1993Entropy optimization principles with applications493 cited
  • 1989A quick simulation method for excessive backlogs in networks of queues269 cited
  • 1998Modern simulation and modeling212 cited
  • 1983Large deviations and rare events in the study of stochastic algorithms200 cited
  • 2023Advances in Queueing Theory, Methods, and Open Problems165 cited
  • 1991Large deviations theory and efficient simulation of excessive backlogs in a GI/GI/m queue143 cited
  • 1995Analysis of an importance sampling estimator for tandem queues136 cited
  • 2000The splitting method in rare event simulation132 cited
  • 1994Restart: a straightforward method for fast simulation of rare events96 cited
  • 1993Statistical optimization of dynamic importance sampling parameters for efficient simulation of communication networks90 cited
  • 1991Optimally efficient estimation of the statistics of rare events in queueing networks77 cited
  • 2000Analysis and efficient simulation of queueing models of telecommunications systems54 cited
  • 2002Adaptive importance sampling simulation of queueing networks

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37 cited

Cited by

  • 2003Estimating buffer overflows in three stages using cross-entropy16 cited
  • 2007Efficient importance sampling heuristics for the simulation of population overflow in Jackson networks16 cited