Solving product form stochastic networks with Monte Carlo summation.
Keith W. RossJie WangPublished in: WSC (1990)
Keyphrases
- monte carlo
- product form
- markov chain
- steady state
- stationary distribution
- queueing networks
- monte carlo simulation
- state dependent
- stochastic approximation
- importance sampling
- point processes
- queuing network
- adaptive sampling
- monte carlo methods
- markovian decision
- combinatorial optimization
- transition probabilities
- matrix inversion
- monte carlo tree search
- neural network
- particle filter
- state space
- variance reduction
- decision problems
- dynamical systems
- random walk