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The \u2018optimal\u2019 state\u2010dependent change of measure is determined adaptively during the simulation, using the cross\u2010entropy method. The adaptive state\u2010dependent importance sampling algorithm proposed in this paper yields asymptotically efficient simulation of models for which it is shown (formally or otherwise) that no effective static change of measure exists. Simulation results for queueing models of communication systems are presented to demonstrate the effectiveness of the method.<\/jats:p>","DOI":"10.1002\/ett.4460130403","type":"journal-article","created":{"date-parts":[[2008,9,12]],"date-time":"2008-09-12T15:15:09Z","timestamp":1221232509000},"page":"303-315","source":"Crossref","is-referenced-by-count":21,"title":["Adaptive state\u2010 dependent importance sampling simulation of markovian queueing networks"],"prefix":"10.1002","volume":"13","author":[{"given":"Pieter\u2010Tjerk De","family":"Boer","sequence":"first","affiliation":[]},{"given":"Victor F.","family":"Nicola","sequence":"additional","affiliation":[]}],"member":"311","published-online":{"date-parts":[[2008,9,12]]},"reference":[{"key":"e_1_2_1_2_2","doi-asserted-by":"publisher","DOI":"10.1145\/203091.203094"},{"key":"e_1_2_1_3_2","first-page":"429","volume-title":"Advances in Queueing: Theory, Methods and Open Problems","author":"Asmussen S.","year":"1995"},{"key":"e_1_2_1_4_2","doi-asserted-by":"crossref","unstructured":"M.Vill\u00e9n\u2010AltamiranoandJ.Vill\u00e9n\u2010Altamirano RESTART: A straightforward method of fast simulation of rare event. 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