A MULTICLASS STATION WITH MARKOVIAN FEEDBACK IN HEAVY TRAFFIC

被引：20

作者：

DAI, JG

KURTZ, TG

机构：

[1] GEORGIA INST TECHNOL,SCH MATH,ATLANTA,GA 30332

[2] UNIV WISCONSIN,DEPT MATH & STAT,MADISON,WI 53706

来源：

MATHEMATICS OF OPERATIONS RESEARCH | 1995年 / 20卷 / 03期

关键词：

MULTICLASS QUEUING NETWORK; HEAVY TRAFFIC; DIFFUSION APPROXIMATION; REFLECTING BROWNIAN MOTION; PERFORMANCE ANALYSIS;

D O I：

10.1287/moor.20.3.721

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

This paper proves a heavy traffic limit theorem for a multiclass service station with Markovian feedback. This result generalizes the one proved by Reiman (1988). Our approach also significantly simplifies Reiman's original proof. Numerical examples are presented to illustrate the effectiveness of the QNET method which is rooted in the theorem.

引用

页码：721 / 742

页数：22

共 18 条

[1] INSTABILITY OF FIFO QUEUEING NETWORKS [J].

Bramson, Maury .

ANNALS OF APPLIED PROBABILITY, 1994, 4 (02) :414-431

[2]

CHEN H, 1994, J DISCRETE EVENT DYN, V4, P269

[3]

Chung K. L., 1974, COURSE PROBABILITY T

[4]

Dai J. G., 1993, Queueing Systems Theory and Applications, V13, P41, DOI 10.1007/BF01158928

[5] ON THE CONVERGENCE OF MULTICLASS QUEUEING NETWORKS IN HEAVY TRAFFIC [J].

Dai, J. G. ;

Vien Nguyen .

ANNALS OF APPLIED PROBABILITY, 1994, 4 (01) :26-42

[6]

DAI JG, 1994, ANN APPL PROBABILITY, V5, P49

[7]

Ethier S.N., 2005, MARKOV PROCESSES CHA, Vsecond

[8]

HARRIS JB, 1990, J EDUC COMPUT RES, V6, P1, DOI 10.2190/NRWX-1MD8-A107-R4W1

[9]

Harrison J. M., 1993, Queueing Systems Theory and Applications, V13, P5, DOI 10.1007/BF01158927

[10]

Harrison JM, 1985, BROWNIAN MOTION STOC

← 1 2 →