Related papers: Rare-Event Simulation for Many-Server Queues
In this work we propose an adaptive multilevel version of subset simulation to estimate the probability of rare events for complex physical systems. Given a sequence of nested failure domains of increasing size, the rare event probability…
We consider a general class of high-volume, fast-moving production-inventory systems based on both lost-sales and backorder inventory models. Such systems require a fundamental understanding of the asymptotic behavior of key performance…
We introduce the first class of perfect sampling algorithms for the steady-state distribution of multi-server queues with general interarrival time and service time distributions. Our algorithm is built on the classical dominated coupling…
We propose an adaptive importance sampling scheme for the simulation of rare events when the underlying dynamics is given by a diffusion. The scheme is based on a Gibbs variational principle that is used to determine the optimal (i.e.…
A many-server queueing system is considered in which customers arrive according to a renewal process and have service and patience times that are drawn from two independent sequences of independent, identically distributed random variables.…
In this article statistical bounds for certain output characteristics of the $M/GI/1/n$ and $GI/M/1/n$ loss queueing systems are derived on the basis of large samples of an input characteristic of these systems, such as service time in the…
Providing guarantees on the safe operation of robots against edge cases is challenging as testing methods such as traditional Monte-Carlo require too many samples to provide reasonable statistics. Built upon recent advancements in…
A FORTRAN program to simulate the operation of infinite servers queues is presented in this work. Poisson arrivals processes are considered but not only. For many parameters of interest in queuing systems study or application, either there…
In most service systems, the servers are humans who desire to experience a certain level of idleness. In call centers, this manifests itself as the call avoidance behavior, where servers strategically adjust their service rate to strike a…
This work considers the sensor scheduling for multiple dynamic processes. We consider $n$ linear dynamic processes, the state of each process is measured by a sensor, which transmits their local state estimates over wireless channels to a…
Service system performance depends on how participants respond to design choices, but modeling these responses is hard due to the complexity of human behavior. We introduce an LLM-powered multi-agent simulation (LLM-MAS) framework for…
In this work, we propose an algorithm to simulate rare events for electronic circuit design. Our approach heavily relies on a smart use of importance sampling, which enables us to tackle probabilities of the magnitude 10 --10. Not only can…
We analyse the efficiency of several simulation methods which we have recently proposed for calculating rate constants for rare events in stochastic dynamical systems, in or out of equilibrium. We derive analytical expressions for the…
Risk management is particularly concerned with extreme events, but analysing these events is often hindered by the scarcity of data, especially in a multivariate context. This data scarcity complicates risk management efforts. Various tools…
Rare events can potentially occur in many applications. When manifested as opportunities to be exploited, risks to be ameliorated, or certain features to be extracted, such events become of paramount significance. Due to their sporadic…
Rare-event simulation techniques, such as importance sampling (IS), constitute powerful tools to speed up challenging estimation of rare catastrophic events. These techniques often leverage the knowledge and analysis on underlying system…
Scenario reduction algorithms can be an effective means to provide a tractable description of the uncertainty in optimal control problems. However, they might significantly compromise the performance of the controlled system. In this paper,…
By analyzing energy-efficient management of data centers, this paper proposes and develops a class of interesting {\it Group-Server Queues}, and establishes two representative group-server queues through loss networks and impatient…
An event-based state estimation approach for reducing communication in a networked control system is proposed. Multiple distributed sensor agents observe a dynamic process and sporadically transmit their measurements to estimator agents…
The Join-the-Shortest-Queue routing policy is studied in an asymptotic regime where the number of processors $n$ scales with the arrival rate. A large deviation principle (LDP) for the occupancy process is established, as $n\to \infty$, in…