Perfect Sampling of Generalized Jackson Networks

Published Online:https://doi.org/10.1287/moor.2018.0941

References

  • [1] Asmussen S (2003) Applied Probability and Queues, 2nd ed. (Springer-Verlag, New York).Google Scholar
  • [2] Blanchet J, Chen X (2014) Steady-state simulation of reflected Brownian motion and related stochastic networks. Ann. Appl. Probab. 25(6):3209–3250.CrossrefGoogle Scholar
  • [3] Blanchet J, Sigman K (2011) On exact sampling of stochastic perpetuities. J. Appl. Probab. 48(A):165–183.CrossrefGoogle Scholar
  • [4] Blanchet J, Wallwater A (2014) Exact sampling of stationary and time-reversed queues. ACM Trans. Model. Comput. Simulation 25(4):1–27.CrossrefGoogle Scholar
  • [5] Blanchet J, Pei Y, Sigman K (2018) Exact sampling for some multi-dimensional queueing models with renewal input. Working paper, Stanford University, Stanford, CT.Google Scholar
  • [6] Busic A, Durand S, Gaujal B, Perronnin F (2015) Perfect sampling of Jackson queueing networks. Queueing Syst. 80(3):223–260.CrossrefGoogle Scholar
  • [7] Chang C, Thomas JA, Kiang S (1994) On the stability of open networks: A unified approach by stochastic dominance. Queueing Syst. 15(1–4):239–260.CrossrefGoogle Scholar
  • [8] Ensor KB, Glynn PW (2000) Simulating the maximum of a random walk. J. Statist. Planning Inference 85(1–2):127–135.CrossrefGoogle Scholar
  • [9] Gamarnik D, Zeevi A (2006) Validity of heavy traffic steady-state approximations in generalized Jackson networks. Ann. Appl. Probab. 16(1):56–90.CrossrefGoogle Scholar
  • [10] Harrison JM, Reiman MI (1981) Reflected Brownian motion on an orthant. Ann. Probab. 9(2):302–308.CrossrefGoogle Scholar
  • [11] Kendall W (2004) Geometric ergodicity and perfect simulation. Electron. Comm. Probab. 9:140–151.CrossrefGoogle Scholar
  • [12] Murdoch DJ, Takahara G (2006) Perfect sampling for queues and network models. ACM Trans. Model. Comput. Simulation 16(1):76–92.CrossrefGoogle Scholar
  • [13] Propp JG, Wilson DB (1996) Exact sampling with coupled Markov chains and applications to statistical mechanics. Random Structures Algorithms 9(12):223–252.CrossrefGoogle Scholar
  • [14] Sigman K (1990) The stability of open queueing networks. Stochastic Processes Appl. 35(1):11–25.CrossrefGoogle Scholar
INFORMS site uses cookies to store information on your computer. Some are essential to make our site work; Others help us improve the user experience. By using this site, you consent to the placement of these cookies. Please read our Privacy Statement to learn more.