Perfect Sampling of Generalized Jackson Networks
成果类型：
Article
署名作者：
Blanchet, Jose; Chen, Xinyun
署名单位：
Stanford University; Wuhan University
刊物名称：
MATHEMATICS OF OPERATIONS RESEARCH
ISSN/ISSBN：
0364-765X
DOI：
10.1287/moor.2018.0941
发表日期：
2019
页码：
693-714
关键词：
摘要：
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.