Regenerative simulation of time-sharing queueing system in random environment

Time-sharing queueing systems in random environments allow only a limited-depth analytical study. In particular, the coinciding necessary and sufficient conditions for the stationary probability distribution existence and an optimization problem for mean total sojourn cost per working tact can be solved only under much stricter assumptions about the time structure of input flows. In this talk a regenerative method is discussed in its application to Monte-Carlo simulation of the class of queueing system