State-dependent importance sampling for a Jackson tandem network.

Denis I. Miretskiy Werner R. W. Scheinhardt Michel Mandjes

Published in: ACM Trans. Model. Comput. Simul. (2010)

Keyphrases

queueing networks
state dependent
importance sampling
product form
markov chain
stationary distribution
large deviations
steady state
monte carlo
long run
kalman filter
arrival rate
single server
queue length
approximate inference
optimal policy
network architecture
particle filter
service times
neural network