A MULTICLASS STATION WITH MARKOVIAN FEEDBACK IN HEAVY TRAFFIC

Authors
DAI JG KURTZ TG
Citation
Jg. Dai et Tg. Kurtz, A MULTICLASS STATION WITH MARKOVIAN FEEDBACK IN HEAVY TRAFFIC, Mathematics of operations research, 20(3), 1995, pp. 721-742
Citations number
18
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science",Mathematics
Journal title
Mathematics of operations research → ACNP
ISSN journal
0364765X
Volume
20
Issue
3
Year of publication
1995
Pages
721 - 742
Database
ISI
SICI code
0364-765X(1995)20:3<721:AMSWMF>2.0.ZU;2-S
Abstract
This paper proves a heavy traffic limit theorem for a multiclass servi ce station with Markovian feedback. This result generalizes the one pr oved by Reiman (1988). Our approach also significantly simplifies Reim an's original proof. Numerical examples are presented to illustrate th e effectiveness of the QNET method which is rooted in the theorem.