The method of entropy maximisation for arbitrary closed queueing networks with repetitive service-blocking and multiple job classes

A new product-form approximation, based on the method of entropy maximisation (MEM), is characterised for arbitrary closed queueing networks with multiple and distinct classes of jobs, Generalised Exponential (GE) service times, mixed service disciplines, complete buffer sharing and repetitive-service blocking with both fixed (RS-FD) and random destinations (RS-RD). The maximum entropy (ME) approximation implies decomposition of the network into individual multiple class GE/GE/1/N queues satisfying constraints on population and flow conservation which is, in turn, truncated and efficiently implemented by a general convolution recursive procedure for the efficient calculation of the normalising constant and typical performance metrics. A relationship between MEM and reversible closed multiple class queueing networks is identified and it is shown how the ME approximation reduces to the exact solution. Numerical validation experiments against simulation are included to demonstrate the credibility of ME results.