Asymptotically Optimal Importance Sampling for Product-Form Queuing Networks.
Keith W. RossJie WangPublished in: ACM Trans. Model. Comput. Simul. (1993)
Keyphrases
- importance sampling
- product form
- asymptotically optimal
- markov chain
- state dependent
- steady state
- arrival rate
- queuing network
- stationary distribution
- monte carlo
- queueing networks
- large deviations
- kalman filter
- approximate inference
- queue length
- transition probabilities
- call center
- random walk
- particle filter
- particle filtering
- optimal policy
- posterior distribution
- state space
- markov chain monte carlo
- machine learning
- dynamic programming