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: | Dai J.G., Kurtz T.G. |
Keywords: | markov processes |
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.