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- Title
Rare-Event Simulation for Many-Server Queues.
- Authors
Blanchet, Jose; Lam, Henry
- Abstract
We develop rare-event simulation methodology for the analysis of loss events in a many-server loss system under the quality-driven regime, focusing on the steady-state loss probability (i.e., fraction of lost customers over arrivals) and the behavior of the whole system leading to loss events. The analysis of these events requires working with the full measure-valued process describing the system. This is the first algorithm that is shown to be asymptotically optimal, in the rare-event simulation context, under the setting of many-server queues involving a full measure-valued representation.
- Subjects
QUEUING theory; CLIENT/SERVER computing; COMPUTER simulation; LARGE deviation theory; PROBABILITY theory
- Publication
Mathematics of Operations Research, 2014, Vol 39, Issue 4, p1142
- ISSN
0364-765X
- Publication type
Article
- DOI
10.1287/moor.2014.0654