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
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
收藏
页码:721 / 742
页数:22
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