A multiclass station with Markovian feedback in heavy traffic

A multiclass station with Markovian feedback in heavy traffic

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Article ID: iaor20041871
Country: United States
Volume: 20
Issue: 3
Start Page Number: 721
End Page Number: 742
Publication Date: Aug 1995
Journal: Mathematics of Operations Research
Authors: ,
Keywords: markov processes
Abstract:

This paper proves a heavy traffic limit theorem for a multiclass service station with Markovian feedback. This result generalizes the one proved by Reiman. 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.

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