| Article ID: | iaor20052554 |
| Country: | France |
| Volume: | 34 |
| Issue: | 1 |
| Start Page Number: | 85 |
| End Page Number: | 98 |
| Publication Date: | Jan 2000 |
| Journal: | RAIRO Operations Research |
| Authors: | Tuffin Bruno, Ny Louis-Marie Le |
| Keywords: | programming: branch and bound |
We propose a parallel algorithm which uses both Monte-Carlo and quasi-Monte-Carlo methods. A detailed analysis of this algorithm, followed by examples, shows that the estimator's efficiency is a linear function of the processor number. As a concrete application example, we evaluate performance measures of a multi-class queueing network in steady state.