Approximate Time-Parallel Simulation of Queueing Systems with Losses

This paper presents a guideline of a partial state matching approach for time-parallel simulation. Two algorithms using this approach to simulate FCFS G/G/1/K and G/D/1/K queues in which arriving customers that find the queue full are lost are proposed. Experiments with M/M/1/K and M/D/1/K models show that the performance of the algorithms in terms of convergence speed and accuracy is good in general cases. The worst performance of the algorithms occurs when traffic intensity approaches one. An argument is made to explain this phenomenon.