Efficient simulation of multiclass queueing networks. Henderson, S. & Meyn, S. In Andradóottir, S., Healy, K., Withers, D., & Nelson, B., editors, Proceedings of the 1997 Winter Simulation Conference, pages 216–223, Piscataway NJ, 1997. IEEE.
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Paper abstract bibtex
Paper abstract bibtex General multiclass queueing systems are extremely difficult to analyze. A great deal of effort has been devoted to examining the question of stability and performance of such networks. However, the simulation of multiclass queueing networks as a tool for performance evaluation has received little attention. We generate useful control variates for the steady-state simulation of multiclass queueing networks with Markovian structure. The resulting variance reductions greatly outweigh the cost of solving a minimization problem prior to the simulation, as evidenced through numerical examples.
@inproceedings{henmey97,
abstract = {General multiclass queueing systems are extremely difficult to analyze. A great deal of effort has been devoted to examining the question of stability and performance of such networks. However, the simulation of multiclass queueing networks as a tool for performance evaluation has received little attention.
We generate useful control variates for the steady-state simulation of multiclass queueing networks with Markovian structure. The resulting variance reductions greatly outweigh the cost of solving a minimization problem prior to the simulation, as evidenced through numerical examples.},
address = {Piscataway NJ},
author = {S.~G.\ Henderson and S.~P.\ Meyn},
booktitle = {Proceedings of the 1997 Winter Simulation Conference},
date-added = {2016-01-10 17:47:03 +0000},
date-modified = {2016-01-10 17:47:03 +0000},
editor = {S.\ Andrad\'{o}ottir and K.~J.\ Healy and D.~H.\ Withers and B.~L.\ Nelson},
organization = {IEEE},
pages = {216--223},
title = {Efficient simulation of multiclass queueing networks},
url_paper = {pubs/reentrant.pdf},
year = 1997}Downloads: 0
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