A multiclass feedback queueing network with a regular Skorokhod problem

DOI10.1023/A:1011037419624MaRDI QIDQ5934388zbMATH OpenOpenAlexFDO

Authors Paul Dupuis, Kavita Ramanan

Publication date 19 June 2001

Published in Queueing Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1011037419624

zbMATH Keywords

Lipschitz continuityload conditionsmulticlass networksnetworks with feedbackSkorokhod mappingSkorokhod problemstability

Mathematics Subject Classification ID

Large deviations (60F10) Queueing theory (aspects of probability theory) (60K25) Communication networks in operations research (90B18) Queues and service in operations research (90B22)

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Cited in

(15)

• On directional derivatives of Skorokhod maps in convex polyhedral domains
• A differential game with constrained dynamics and viscosity solutions of a related HJB equation
• On positive recurrence of constrained diffusion processes
• Fluid and heavy traffic diffusion limits for a generalized processor sharing model
• On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients
• SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation
• The heavy traffic limit of an unbalanced generalized processor sharing model
• Characterization of stationary distributions of reflected diffusions
• Sensitivity analysis for the stationary distribution of reflected Brownian motion in a convex polyhedral cone
• The Skorohod oblique reflection problem in time-dependent domains
• Stability and invariant measure asymptotics in a model for heavy particles in rough turbulent flows
• Reflected stochastic differential equations driven by standard and fractional Brownian motion
• Existence of strong solutions for one-dimensional reflected mixed stochastic delay differential equations
• Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity
• A Dirichlet process characterization of a class of reflected diffusions

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