Semantic Apparatus – Importance sampling for Markovian tandem queues using subsolutions: exploring the possibilities

Cited by Lee Sonogan

Markov chain model for an airline reward program | ActuaryLife

Abstract by Anne Buijsrogge, Pieter-Tjerk de Boer, Werner R W Scheinhardt

We consider importance sampling simulation for estimating the probability of reaching large total number of customers in an M|M|1 tandem queue, during a busy cycle of the system. Our main result is a procedure for obtaining a family of asymptotically efficient changes of measure based on subsolutions. We explicitly show these families for two-node tandem queues and we find that there exist more asymptotically efficient changes of measure based on subsolutions than currently available in literature.

Publication: SIMULATION (Peer-Reviewed Journal)

Pub Date: Sep 13, 2021 Doi:

Keywords: M|M|1 tandem queue, rare event simulation, importance sampling, subsolutions (Plenty more sections and references in this research article)

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