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QUESTA
2007

Large deviations and importance sampling for a tandem network with slow-down

10 years 27 days ago
Large deviations and importance sampling for a tandem network with slow-down
We consider a variant of the two node tandem Jackson network where the upstream server reduces its service rate when the downstream queue exceeds some prespecified threshold. The rare event of interest is the overflow of the downstream queue. Based on a game/subsolution approach, we rigorously identify the exponential decay rate of the rare event probabilities and construct asymptotically optimal importance sampling schemes.
Paul Dupuis, Kevin Leder, Hui Wang
Added 27 Dec 2010
Updated 27 Dec 2010
Type Journal
Year 2007
Where QUESTA
Authors Paul Dupuis, Kevin Leder, Hui Wang
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