S.M.Ermakov, N.K.Krivulin and V.B.Melas
Efficient Methods of Queueing Systems Simulation,
Proc. European Simulation Multiconference, Copenhagen,
Denmark, June 17-19, 1991, (Erik Mosekilde, ed.), 8-20.
Efficient methods for both estimating sensitivity of performance and
probability of rare events in simulation of queueing systems are
concerned. Using these methods, one may obtain more information about
the system from one simulation experiment. The methods can be
successfully incorporated in simulation procedures without either
transforming or reconstructing simulation models. The conditions under
which they provide considerable savings in computations as well as high
accuracy of numerical results are given.