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Alternative proof and interpretations for a recent state-dependent importance sampling scheme.
Pieter-Tjerk de Boer
Werner R. W. Scheinhardt
Published in:
Queueing Syst. Theory Appl. (2007)
Keyphrases
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state dependent
steady state
optimal policy
product form
queueing networks
asymptotically optimal
arrival rate
markov chain
queue length
stationary distribution
single server
service rates
message passing
markov decision processes
initial state
service times
sufficient conditions
inventory level
information systems