Parallélisation d'une Combinaison des Méthodes de Monte‐Carlo et Quasi‐Monte‐Carlo et Application aux Réseaux de Files d'Attente

Parallélisation d'une Combinaison des Méthodes de Monte‐Carlo et Quasi‐Monte‐Carlo et Application aux Réseaux de Files d'Attente

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Article ID: iaor20127709
Volume: 34
Issue: 1
Start Page Number: 85
End Page Number: 98
Publication Date: Jan 2000
Journal: RAIRO - Operations Research
Authors: ,
Keywords: queues: applications
Abstract:

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.

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