State-dependent stochastic networks. I: Approximation and applications with continuous diffusion limits

DOI10.1214/AOAP/1028903539zbMATH Open0945.60025OpenAlexW2004238000MaRDI QIDQ1296747FDOQ1296747

Gennady Pats, Avishai Mandelbaum

Publication date: 24 September 2000

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1028903539

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zbMATH Keywords

transient analysisbirth-death processstate-dependent networks

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Deterministic network models in operations research (90B10) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Functional limit theorems; invariance principles (60F17) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Sample path properties (60G17) Production models (90B30)

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Cited In (33)

• Pathwise differentiability of reflected diffusions in convex polyhedral domains
• Diffusion approximation for signaling stochastic networks
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• Reflected backward stochastic differential equations in an orthant
• QUEUING, SOCIAL INTERACTIONS, AND THE MICROSTRUCTURE OF FINANCIAL MARKETS
• Analysis of multiserver retrial queueing system: a martingale approach and an algorithm of solution
• Service Systems with Slowdowns: Potential Failures and Proposed Solutions
• Multiscale diffusion approximations for stochastic networks in heavy traffic
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• When to use speedup: an examination of service systems with returns
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• Approximations and Optimal Control for State-Dependent Limited Processor Sharing Queues
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• Dynamic Games for Analyzing Competition in the Internet and in On-Line Social Networks
• Spatial Capacity Planning
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