A quick simulation method for excessive backlogs in networks of queues

摘要

Excessive backlogs in stable open Jackson networks are studied. Although these events occur rarely, they can be critical, since they can impair the functioning of the network. The use of simulation to estimate their probability is attempted. Since a direct simulation of a rare event takes a very long time, a method is discussed for changing the network to speed up the simulation, using a heuristic method. It is shown by examples that the method can be several orders of magnitude faster than direct simulations.