Simulation of a Jackson tandem network using state-dependent importance sampling.
Denis I. MiretskiyWerner R. W. ScheinhardtM. R. H. MandjesPublished in: VALUETOOLS (2008)
Keyphrases
- state dependent
- queueing networks
- importance sampling
- product form
- stationary distribution
- markov chain
- large deviations
- steady state
- monte carlo
- arrival rate
- kalman filter
- long run
- single server
- optimal policy
- particle filtering
- state space
- queue length
- service times
- network architecture
- asymptotically optimal
- approximate inference
- probabilistic inference
- graphical models
- least squares
- semi supervised