EVALUATION OF THE STEADY-STATE PROBABILITIES OF QUEUEING SYSTEM BY IMPORTANCE SAMPLING

Kuznetsov Nikolay Yu., V.M. Glushkov Institute of Cybernetics National Academy of Sciences of Ukraine Kiev, Ukraine

Kuznetsov Igor N., V.M. Glushkov Institute of Cybernetics of National Academy of Sciences of Ukraine, Institute of Physics and Technology of National Technical University of Ukraine "Kiev Polytechnic Institute", Kiev

pages 89-96

DOI: 10.1615/JAutomatInfScien.v48.i2.20

A queueing system  in heavy traffic is investigated. A fast simulation method enabling to construct asymptotically unbiased estimates of steady-state probabilities is proposed. Numerical examples are considered.

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