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WSC
1997

Efficient Simulation of Multiclass Queueing Networks

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Efficient Simulation of Multiclass Queueing Networks
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 steadystate 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.
Shane G. Henderson, Sean P. Meyn
Added 01 Nov 2010
Updated 01 Nov 2010
Type Conference
Year 1997
Where WSC
Authors Shane G. Henderson, Sean P. Meyn
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