A diffusion approximation for a Markovian queue with reneging

DOI10.1023/A:1021804515162zbMATH Open1054.60100OpenAlexW1593035888MaRDI QIDQ1869359FDOQ1869359

Authors: Amy R. Ward, Peter W. Glynn 

Publication date: 10 April 2003

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1021804515162

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• scientific article; zbMATH DE number 4190888

zbMATH Keywords

diffusion approximationsteady-stateimpatienceMarkovian queuesrenegingdeadlinesreflected Ornstein-Uhlenbeck processreflected affine diffusion

Mathematics Subject Classification ID

Diffusion processes (60J60) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)

Cited In (83)

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• SCHEDULING IMPATIENT JOBS IN A CLEARING SYSTEM WITH INSIGHTS ON PATIENT TRIAGE IN MASS CASUALTY INCIDENTS
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• One-dimensional reflected diffusions with two boundaries and an inverse first-hitting problem
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• Dynamic control of a single-server system with abandonments
• From Markov jump systems to two species competitive Lotka-Volterra equations with diffusion
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• Beyond Heavy-Traffic Regimes: Universal Bounds and Controls for the Single-Server Queue
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• Parameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observations
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• Diffusion approximations for open Jackson networks with reneging
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• Bounds and limit theorems for a layered queueing model in electric vehicle charging
• On the Generalized Drift Skorokhod Problem in One Dimension
• Parameter estimation for generalized diffusion processes with reflected boundary
• An approximation for multi-server queues with deterministic reneging times
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• Parameter estimation for non-stationary reflected Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable noises
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• Large deviations and exit-times for reflected McKean-Vlasov equations with self-stabilising terms and superlinear drifts
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