Implementation of Monte Carlo integration for the analysis of product-form queueing networks

MonteQueue is a new public-domain software package which rapidly solves large and small multiclass product-form queueing networks with multiple- and single-server stations over a wide range of traffic conditions. MonteQueue obtains estimates of performance measures by applying importance sampling to sum and integral representations of the network's normalization constants. This paper discusses the implementation issues and surveys of the theoretical properties of the four importance sampling techniques included in MonteQueue. It also presents new numerical data which compare the performance of the four techniques.