Parallélisation d'une combinaison des méthodes de Monte-Carlo et quasi-Monte-Carlo et application aux réseaux de files d'attente
RAIRO - Operations Research - Recherche Opérationnelle, Tome 34 (2000) no. 1, pp. 85-98.
@article{RO_2000__34_1_85_0,
     author = {Tuffin, Bruno and Le Ny, Louis-Marie},
     title = {Parall\'elisation d'une combinaison des m\'ethodes de {Monte-Carlo} et {quasi-Monte-Carlo} et application aux r\'eseaux de files d'attente},
     journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
     pages = {85--98},
     publisher = {EDP-Sciences},
     volume = {34},
     number = {1},
     year = {2000},
     mrnumber = {1747705},
     zbl = {0963.90020},
     language = {fr},
     url = {http://www.numdam.org/item/RO_2000__34_1_85_0/}
}
TY  - JOUR
AU  - Tuffin, Bruno
AU  - Le Ny, Louis-Marie
TI  - Parallélisation d'une combinaison des méthodes de Monte-Carlo et quasi-Monte-Carlo et application aux réseaux de files d'attente
JO  - RAIRO - Operations Research - Recherche Opérationnelle
PY  - 2000
SP  - 85
EP  - 98
VL  - 34
IS  - 1
PB  - EDP-Sciences
UR  - http://www.numdam.org/item/RO_2000__34_1_85_0/
LA  - fr
ID  - RO_2000__34_1_85_0
ER  - 
%0 Journal Article
%A Tuffin, Bruno
%A Le Ny, Louis-Marie
%T Parallélisation d'une combinaison des méthodes de Monte-Carlo et quasi-Monte-Carlo et application aux réseaux de files d'attente
%J RAIRO - Operations Research - Recherche Opérationnelle
%D 2000
%P 85-98
%V 34
%N 1
%I EDP-Sciences
%U http://www.numdam.org/item/RO_2000__34_1_85_0/
%G fr
%F RO_2000__34_1_85_0
Tuffin, Bruno; Le Ny, Louis-Marie. Parallélisation d'une combinaison des méthodes de Monte-Carlo et quasi-Monte-Carlo et application aux réseaux de files d'attente. RAIRO - Operations Research - Recherche Opérationnelle, Tome 34 (2000) no. 1, pp. 85-98. http://www.numdam.org/item/RO_2000__34_1_85_0/

1. F. Baskett, M. Chandy, R. Muntz et J. Palacios, Open, closed and mixed networks of queues with different classes of customers, J. Assoc. Comput. Machi., 1975, 22, p. 248-260. | MR | Zbl

2. J. Beck et W. Chen, Irregularities of Distribution, Cambridge University Press, 1987. | MR | Zbl

3. J. P. Buzen, Computational algorithms for closed queueing networks with exponential servers, Comm. ACM, 1973, 16, p. 527-531. | MR | Zbl

4. R. Cranley et T. N. L. Patterson, Randomization of number theoretic methods for multiple integration, SIAM J. Numer. Anal., 1976, 13 n° 6, p. 904-914. | MR | Zbl

5. M. Drmota et R. F. Tichy, Sequences, Discrepancies and Applications, Springer Verlag, Heidelberg, Lecture Notes in Mathematics, 1997, 1651. | MR | Zbl

6. M. El Khadiri, R. Marie et G. Rubino, Parallel estimation of 2-terminal network reliability by a crude Monte-Carlo technique, M. Baray and B. Özgüç (Eds.), Computer and Information Sciences VI, Elsevier Science, 1991.

7. G. S. Fishman, Monte-Carlo: Concepts, algorithms and applications, Springer-Verlag, 1997. | MR | Zbl

8. P. Heidelberger, Discrete event simulations and parallel processing: Statistical properties, SIAM J. Stat. Comput., 1988, 9 n° 6, p. 1114-1132. | MR | Zbl

9. D. E. Knuth, The art of computer progamming, Vol. 2, Addison-Wesley, 1981. | MR | Zbl

10. W. J. Morokoff et R. E. Caflisch, Quasi-random sequences and their discrepancies, SIAM J. Sci.Comput., 1994, p. 1571-1599. | MR | Zbl

11. H. Niederreiter, Random number generation and quasi-Monte-Carlo methods, CBMS-SIAM 63, Philadelphia, 1992. | MR | Zbl

12. W. H. Press, S. A. Teutolsky, W. T. Vetterling et B. P. Flannery, Numerical recipes in C: the art of scientific Computing, Cambridge, New York, Oakeigh, Cambridge University Press, 1992. | MR | Zbl

13. K. G. Ramakrishnan et D. Mitra, An overview of PANACEA, a software package for analyzing Markovian queueing networks, Bell System Technical Journal, 1982, 61, p. 2849-2872. | Zbl

14. M. Reiser et H. Kobayashi, Queueing networks with multiple closed chains: Theory and computational algorithms, IBM J. Res. Develop., 1975, 19, p. 283-294. | MR | Zbl

15. K. W. Ross, D. Tsang et J. Wang, Monte-Carlo summation and integration applied to multichain queueing networks, J. Assoc. Comput. Mach., 1994, 41 n° 6, p. 1110-1135. | MR | Zbl

16. K. W. Ross et J. Wang, Asymptotically optimal importance sampling for product-form queueing networks, ACM Trans. Modeling and Computer Simulation, 1993, 3, p. 244-268. | Zbl

17. K. W. Ross et J. Wang, Implementation of Monte-Carlo integration for the analysis of product-form queueing networks, Performance Evaluation, 1997, 29 n° 4, p.-273-292.

18. J. E. H. Shaw, A quasirandom approach to integration in Bayesian statistics, Ann. Statist., 1988, 16, p. 895-914. | MR | Zbl

19. B. Tuffin, Simulation accélérée par les méthodes de Monte-Carlo et quasi-Monte-Carlo : théorie et applications, PhD thesis, Université de Rennes 1, Octobre 1997.

20. B. Tuffin, Variance reductions applied to product-form multi-class queuing network, ACM Trans. Modeling and Computer Simulation, 1997, 7 n° 4, p. 478-500. | Zbl

21. J. Wang et K. W. Ross, Asymptotic analysis for closed multiclass queueing networks in critical usage, Queueing Systems: Theory and Applications, 1994, 6, p. 167-191. | MR | Zbl