A multiclass feedback queueing network with a regular Skorokhod problem

We consider a four-class two-station network with feedback, with fluid inputs and a head-of-the-line generalized processor sharing discipline at each station. We derive the Skorokhod Problem associated with the network and obtain algebraic sufficient conditions for Lipschitz continuity of the associated Skorokhod Map. This provides the first example of a multiclass network with feedback for which the associated Skorokhod Problem has been proved to be regular. As an elementary application, we show that under the conditions which guarantee Lipschitz continuity the network is stable if and only if the usual load conditions apply.