Adaptive state- dependent importance sampling simulation of markovian queueing networks.
Pieter-Tjerk de BoerVictor F. NicolaPublished in: Eur. Trans. Telecommun. (2002)
Keyphrases
- importance sampling
- state dependent
- markov chain
- large deviations
- steady state
- monte carlo
- stationary distribution
- optimal policy
- queueing networks
- arrival rate
- kalman filter
- particle filtering
- single server
- approximate inference
- asymptotically optimal
- particle filter
- markov chain monte carlo
- random walk
- queue length
- special case
- supply chain