Asymptotically Optimal Importance Sampling for Product-Form Queuing Networks

Abstract

Monte Carlo integration M apphed to the integral representation of the normalization constant for a famdy of product-form multiclass queuing networks These networks are closed with single-server, fixed-rate stations and at least one infinite-server station. Letting the population for each class go to infinity, the asymptotically optimal importance-samphng… (More)
DOI: 10.1145/174153.174160

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