State-dependent importance sampling for a slowdown tandem queue.
Denis I. MiretskiyWerner R. W. ScheinhardtM. R. H. MandjesPublished in: Ann. Oper. Res. (2011)
Keyphrases
- state dependent
- importance sampling
- markov chain
- steady state
- monte carlo
- stationary distribution
- queue length
- single server
- large deviations
- arrival rate
- service rates
- kalman filter
- optimal policy
- queueing networks
- transition probabilities
- particle filter
- state space
- service times
- queueing model
- approximate inference
- markov chain monte carlo
- particle filtering
- random walk
- single server queue
- initial state
- prior knowledge
- arrival process
- special case
- hidden markov models
- probabilistic model
- asymptotically optimal
- machine learning