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QUESTA
2007
72views more  QUESTA 2007»
13 years 4 months ago
Equilibria of a class of transport equations arising in congestion control
François Baccelli, Ki Baek Kim, David R. Mc...
QUESTA
2007
103views more  QUESTA 2007»
13 years 4 months 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...
Paul Dupuis, Kevin Leder, Hui Wang
QUESTA
2007
95views more  QUESTA 2007»
13 years 4 months ago
Alternative proof and interpretations for a recent state-dependent importance sampling scheme
Recently, a state-dependent change of measure for simulating overflows in the two-node tandem queue was proposed by Dupuis et al. (Ann. Appl. Probab. 17(4):1306– 1346, 2007), to...
Pieter-Tjerk de Boer, Werner R. W. Scheinhardt
QUESTA
2007
111views more  QUESTA 2007»
13 years 4 months ago
Queues with system disasters and impatient customers when system is down
Consider a system (e.g. a computer farm or a call center) operating as a M/M/c queue, where c = 1, or 1 < c < ∞, or c = ∞. The system as a whole suffers disastrous break...
Uri Yechiali
QUESTA
2007
88views more  QUESTA 2007»
13 years 4 months ago
On queues with service and interarrival times depending on waiting times
We consider an extension of the standard G/G/1 queue, described by the equation W D = max{0, B − A + Y W}, where P[Y = 1] = p and P[Y = −1] = 1 − p. For p = 1 this model red...
Onno J. Boxma, Maria Vlasiou