Comparing M/G/1 queue estimators in Monte Carlo simulation through the tested generator "getRDS" and the proposed "getLHS" using variance reduction.
Meriem BoubalouMegdouda Ourbih-TariAbdelouhab AlouiArezki ZiouiPublished in: Monte Carlo Methods Appl. (2019)
Keyphrases
- variance reduction
- monte carlo simulation
- monte carlo
- markov chain
- steady state
- random numbers
- queue length
- importance sampling
- state dependent
- gradient estimation
- single server
- bias variance decomposition
- quasi monte carlo
- sample size
- service times
- confidence intervals
- queueing model
- queueing networks
- particle filter
- optimal policy
- search space