Article ID: | iaor20127709 |
Volume: | 34 |
Issue: | 1 |
Start Page Number: | 85 |
End Page Number: | 98 |
Publication Date: | Jan 2000 |
Journal: | RAIRO - Operations Research |
Authors: | Tuffin Bruno, Le Ny Louis-Marie |
Keywords: | queues: applications |
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.