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Rare-Event Simulation of Non-Markovian Queueing Networks Using a State-Dependent Change of Measure Determined Using Cross-Entropy.
Pieter-Tjerk de Boer
Published in:
Ann. Oper. Res. (2005)
Keyphrases
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queueing networks
state dependent
cross entropy
product form
rare events
steady state
stationary distribution
single server
heavy traffic
importance sampling
maximum likelihood
log likelihood
arrival rate
markov chain
queue length
scoring function
long run
evaluation metrics
reinforcement learning
similarity measure
ranking functions
optimal policy
probabilistic model
search space