MATHEMATICAL ENGINEERING TECHNICAL REPORTS Polynomial-time Randomized Approximation and Perfect Sampler for Closed Jackson Networks with Single Servers
نویسندگان
چکیده
In this paper, we propose the first fully polynomial-time randomized approximation scheme (FPRAS) for basic queueing networks, closed Jackson networks with single servers. Our algorithm is based on MCMC (Markov chain Monte Carlo) method. Thus, our scheme returns an approximate solution, of which the size of error satisfies a given error rate. We propose two Markov chains, one is for approximate sampling, and the other is for perfect sampling based on monotone coupling from the past algorithm.
منابع مشابه
Randomized approximation scheme and perfect sampler for closed Jackson networks with multiple servers
In this paper, we propose a fully polynomial-time randomized approximation scheme (FPRAS) for the closed Jackson network. Our algorithm is based on Markov chain Monte Carlo (MCMC) method. Thus, our scheme returns an approximate solution, of which the size of error satisfies a given error rate. To our knowledge, the algorithm is the first polynomial time MCMC algorithm for closed Jackson network...
متن کاملPolynomial-time Perfect Sampler for Closed Jackson Networks with Single Servers
In this paper, we propose a sampler for the product-form solution of basic queueing networks, closed Jackson networks with single servers. Our approach is sampling via Markov chain, but it is NOT a simulation of behavior of customers in queueing networks. We propose a new ergodic Markov chain whose unique stationary distribution is the product form solution of a closed Jackson Network, thus we ...
متن کامل2005: Approximate/Perfect Samplers for Closed Jackson Networks
In this paper, we propose two samplers for the productform solution of basic queueing networks, closed Jackson networks with multiple servers. Our approach is sampling via Markov chain, but it is NOT a simulation of behavior of customers in queueing networks. We propose two of new ergodic Markov chains both of which have a unique stationary distribution that is the product form solution of clos...
متن کاملMATHEMATICAL ENGINEERING TECHNICAL REPORTS Polynomial Time Perfect Sampler for Discretized Dirichlet Distribution
In this paper, we propose a perfect (exact) sampling algorithm according to a discretized Dirichlet distribution. Our algorithm is a monotone coupling from the past algorithm, which is a Las Vegas type randomized algorithm. We propose a new Markov chain whose limit distribution is a discretized Dirichlet distribution. Our algorithm simulates transitions of the chain O(n ln ∆) times where n is t...
متن کاملMulti-Objective Lead Time Control in Multistage Assembly Systems (TECHNICAL NOTE)
In this paper we develop a multi-objective model to optimally control the lead time of a multistage assembly system. The multistage assembly system is modeled as an open queueing network, whose service stations represent manufacturing or assembly operations. The arrival processes of the individual parts of the product, which should be assembled to each other in assembly stations, are assumed to...
متن کامل