Importance Sampling for a Markov Modulated Queuing Network with Customer Impatience until the End of Service
Computer engineering. Computer hardware
Electrical engineering. Electronics. Nuclear engineering
DOAJ:Technology and Engineering
Bibliography. Library science. Information resources
DOAJ:Library and Information Science
Full recordShow full item record
AbstractFor more than two decades, there has been a growing of interest in fast simulation techniques for estimating probabilities of rare events in queuing networks. Importance sampling is a variance reduction method for simulating rare events. The present paper carries out strict deadlines to the paper by Dupuis et al for a two node tandem network with feedback whose arrival and service rates are modulated by an exogenous finite state Markov process. We derive a closed form solution for the probability of missing deadlines. Then we have employed the results to an importance sampling technique to estimate the probability of total population overflow which is a rare event. We have also shown that the probability of this rare event may be affected by various deadline values.