In this paper we describe a decision support system developed to help in assessing the need for various type of prison cells. In particular we predict the probability that a criminal has to be sent home because of a shortage of cells. The problem is modelled through a queueing network with...

This paper applies importance sampling simulation for estimating rare event probabilities of the first passage time in the infinite server queue with renewal arrivals and general service time distributions. We consider importance sampling algorithms which are based on large deviations results of...

We develop a methodology for studying ''large deviations type'' questions. Our approach does not require that the large deviations principle holds, and is thus applicable to a larg class of systems. We study a system of queues with exponential servers, which share an arrival stream. Arrivals are...