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

Published online by Cambridge University Press:  15 August 2002

Bruno Tuffin  and
Louis-Marie Le Ny
Bruno Tuffin
Affiliation:
IRISA, Campus Universitaire de Beaulieu, 35042 Rennes Cedex, France.
Louis-Marie Le Ny
Affiliation:
IRISA, Campus Universitaire de Beaulieu, 35042 Rennes Cedex, France.
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Abstract

We propose a parallel algorithm which uses bothMonte-Carlo and quasi-Monte-Carlo methods. A detailed analysis of thisalgorithm, followed by examples, shows that the estimator's efficiencyis a linear function of the processor number. As a concrete applicationexample, we evaluate performance measures of a multi-class queueingnetwork in steady state.

Keywords

Branch and boundmulti-processor flow-shopm-machine problemsinputs and selection.
Type
Research Article
Information
RAIRO - Operations Research , Volume 34 , Issue 1 , January 2000 , pp. 85 - 98
Copyright
© EDP Sciences, 2000

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