Fluid and diffusion approximations of a 2-station mixed queueing network

Fluid and diffusion approximations of a 2-station mixed queueing network

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Article ID: iaor20041869
Country: United States
Volume: 20
Issue: 2
Start Page Number: 321
End Page Number: 354
Publication Date: May 1995
Journal: Mathematics of Operations Research
Authors:
Keywords: queueing networks
Abstract:

The subject of this paper is a two-station mixed queueing network with two customer types: “Open” customers enter the network at station I and depart the system after receiving service. Meanwhile, a fixed number of “closed” customers circulate between stations 1 and 2. Such a mixed queueing network model can represent a single-stage production system that services both make-to-order and make-to-stock customers. We present fluid and diffusion limits for this network under the first-in-first-out service discipline. We find that the heavy traffic limit of the workload process at station 1 is a reflected Brownian motion (RBM) on a finite interval. This result is in contrast to the behavior of the original mixed network model, in which the workload at station 1 need not be bounded.

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