Jose Blanchet, Xinyun Chen (2019) Perfect Sampling of Generalized Jackson Networks. Mathematics of Operations Research 44(2):693-714. https://doi.org/10.1287/moor.2018.0941

View Publication

Abstract

We provide the first perfect sampling algorithm for a generalized Jackson network of first-in, first-out queues under arbitrary topology and non-Markovian assumptions on the input of the network. We assume (in addition to stability) that the interarrival and service times of customers have a finite moment-generating function in a neighborhood of the origin, and the interarrival times have unbounded support.

Authors
Jose Blanchet, Xinyun Chen
Publication date
2019/5
Journal
Mathematics of Operations Research
Volume
44
Issue
2
Pages
693-714
Publisher
INFORMS