Mikeev, Linar and Sandmann, Werner and Wolf, Verena (2012) Efficient Calculation of Rare Event Probabilities in Markovian Queueing Networks. In: 5th International ICST Conference on Performance Evaluation Methodologies and Tools.
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Abstract
We address the computation of rare event probabilities in Markovian
queueing networks with huge or possibly even infinite state spaces.
For this purpose, we incorporate ideas from importance sampling simulations
into a non-simulative numerical method that approximates transient probabilities
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 09:41 |
| Last Modified: | 18 Apr 2026 01:03 |
| URI: | http://eprints.eai.eu/id/eprint/7732 |
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