Fluid and diffusion limits for queues in slowly changing environments

DOI10.1080/15326349708807417MaRDI QIDQ3128426zbMATH OpenOpenAlexWikidataFDO

Authors Gagan L. Choudhury, Avishai Mandelbaum, Martin I. Reiman, Ward Whitt

Publication date 24 September 1997

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349708807417

zbMATH Keywords

diffusion processesfluid limitheavy trafficMarkov-modulated processnearly-completely-decomposable Markov chainspiecewise-stationary queuequeues in random environmentsstochastic fluid models

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

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Cited in

(16)

• Fluid queues with level dependent evolution
• Fluid models for many-server Markovian queues in a changing environment
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• Infinite server queues in a random fast oscillatory environment
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• Heavy-traffic asymptotics for networks of parallel queues with Markov-modulated service speeds
• Fluid Flow Models and Queues—A Connection by Stochastic Coupling
• Minimizing the Maximum Expected Waiting Time in a Periodic Single-Server Queue with a Service-Rate Control
• Time-varying robust queueing
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• Large portfolio credit risk modeling
• Multiscale diffusion approximations for stochastic networks in heavy traffic
• Game-theoretic policy computing and simulation for blockchained buffering system via diffusion approximation
• Heavy-traffic limits for many-server queues with service interruptions
• Central limit theorem for a many-server queue with random service rates

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