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In this paper we describe a decision support system developed to help in assessing the need for various type of prison cells. In particular we predict the probability that a criminal has to be sent home because of a shortage of cells. The problem is modelled through a queueing network with blocking after service. The main objective of our study is to(More)
We address the issue of call acceptance and routing in ATM networks. Our goal is to design an algorithm that guarantees bounds on the fraction of cells lost by a call. The method we propose for call acceptance and routing does not require models describing the trafflc. Each switch estimates the additional fraction of cells that would be lost if new calls(More)
This paper reports simulation experiments, applying the cross entropy method such as the importance sampling algorithm for efficient estimation of rare event probabilities in Markovian reliability systems. The method is compared to various failure biasing schemes that have been proved to give estimators with bounded relative errors. The results from the(More)
This paper deals with the transient behavior of the Erlang loss model. After scaling both arrival rate and number of trunks, an asymptotic analysis of the blocking probability is given. Apart from that, the most likely path to blocking is given. Compared to Shwartz and Weiss [14], more explicit results are obtained by using probabilistic arguments. The(More)
Intuition may lead to the hypothesis that in stochastic inventory systems a higher demand variability results in larger variances and in an increase of total expected system costs. In a recent paper, Song [5] formally proved this assertion to hold for a certain class of inventory models (including the Newsboy Problem), given a particular definition of(More)
| W e address the issue of call acceptance and routing in ATM networks. Our goal is to design an algorithm that guarantees bounds on the fraction of cells lost by a call. The method we propose for call acceptance and routing does not require models describing the traac. Each switch estimates the additional fraction of cells that would be lost if new calls(More)
We analyse the deviant behavior of a queue fed by a large number of traac streams. In particular, we explicitly give the most likely trajectory (oròptimal path') to buuer overrow, by applying large deviations techniques. This is done for a broad class of sources, consisting of Markov uid sources and periodic sources. Apart from a number of ramiications of(More)
This article analyzes the transient buffer content distribution of a queue fed by a large number of Markov fluid sources. We characterize the probability of overflow at time <i>t</i>, given the current buffer level and the number of sources in the on-state. After scaling buffer and bandwidth resources by the number of sources <i>n</i>, we can apply large(More)
In this paper we consider a slotted queueing model with nite buuers and correlated input. Arrivals are generated by diierent sources and ooered in batches at the end of each slot. The batch sizes depend on the states of the sources which change their states according to Markov schemes. In case that the buuer reaches its limits, the excess of the buuer is(More)