Memorias de investigación
Artículos en revistas:
Importance Functions for RESTART Simulation of General Jackson Networks
Año:2010
Áreas de investigación
  • Matemáticas
Datos
Descripción
RESTART is an accelerated simulation technique that allows the evaluation of extremely low probabilities. In this method a number of simulation retrials are performed when the process enters regions of the state space where the chance of occurrence of the rare event is higher. These regions are defined by means of a function of the system state called the importance function. Guidelines for obtaining suitable importance functions and formulas for the importance function of two-stage networks were provided in previous papers. In this paper, we obtain effective importance functions for RESTART simulation of Jackson networks where the rare set is defined as the number of customers in a particular (`target¿) node exceeding a predefined threshold. Although some rough approximations and assumptions are used to derive the formulas of the importance functions, they are good enough to estimate accurately very low probabilities for different network topologies within short computational time.
Internacional
Si
JCR del ISI
Si
Título de la revista
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
ISSN
0377-2217
Factor de impacto JCR
2,093
Información de impacto
Volumen
203
DOI
Número de revista
Desde la página
156
Hasta la página
165
Mes
ENERO
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Participantes
Grupos de investigación, Departamentos, Centros e Institutos de I+D+i relacionados
  • Creador: Grupo de Investigación: Grupo de análisis de decisiones y estadística
  • Departamento: Matemática Aplicada (E.U. Informática)