A diffusion approximation for a GI/GI/1 queue with balking or reneging

From MaRDI portal
Publication:2572915

DOI10.1007/s11134-005-3282-3zbMath1094.60064OpenAlexW2085105035MaRDI QIDQ2572915

Amy R. Ward, Peter W. Glynn

Publication date: 7 November 2005

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

Full work available at URL: https://doi.org/10.1007/s11134-005-3282-3




Related Items (49)

Fluid Limits of G/G/1+G Queues Under the Nonpreemptive Earliest-Deadline-First DisciplineParameter estimation for generalized diffusion processes with reflected boundaryAnalysis of reflected diffusions via an exponential time-based transformationThe Stationary Distributions of Two Classes of Reflected Ornstein–Uhlenbeck ProcessesA Unified Approach to Diffusion Analysis of Queues with General Patience-Time DistributionsComparisons of ticket and standard queuesControl of Patient Flow in Emergency Departments, or Multiclass Queues with Deadlines and FeedbackOn scheduling a multiclass queue with abandonments under general delay costsFluid and diffusion approximations of probabilistic matching systemsAn equilibrium analysis of a discrete-time Markovian queue with endogenous abandonmentsGenerating random variates from PDF of Gauss-Markov processes with a reflecting boundaryDiffusion approximations for open Jackson networks with renegingEstimation for queues from queue length dataOptimal buffer size and dynamic rate control for a queueing system with impatient customers in heavy trafficOn the time-dependent moments of Markovian queues with renegingDynamic scheduling of a \(GI/GI/1+GI\) queue with multiple customer classesData-stories about (im)patient customers in tele-queuesTransient analysis of the Erlang A modelTwo‐class constrained optimization with applications to queueing controlA note on the central limit theorem for the idleness process in a one‐sided reflected Ornstein–Uhlenbeck modelDynamic control of a single-server system with abandonmentsSequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processesA note on transition density for the reflected Ornstein-Uhlenbeck processStandard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processesNadaraya-Watson estimators for reflected stochastic processesA blood bank model with perishable blood and demand impatienceAsymptotic behaviour of the trajectory fitting estimator for reflected Ornstein-Uhlenbeck processesFluid and diffusion models for a system of taxis and customers with delayed matchingParameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observationsTHE N-NETWORK MODEL WITH UPGRADESOn the Generalized Drift Skorokhod Problem in One DimensionHeavy traffic analysis for EDF queues with renegingConvergence of a queueing system in heavy traffic with general patience-time distributionsSimulation of sample paths for Gauss-Markov processes in the presence of a reflecting boundaryDiffusion Models for Double-ended Queues with Renewal Arrival ProcessesThe truncated normal distribution: applications to queues with impatient customersNew perspectives on the Erlang-A queueA general lower bound of parameter estimation for reflected Ornstein–Uhlenbeck processesAsymptotic behaviour of parametric estimation for nonstationary reflected Ornstein-Uhlenbeck processesAn Equilibrium Analysis of a Multiclass Queue with Endogenous Abandonments in Heavy TrafficStationary distribution convergence of the offered waiting processes for \(GI/GI/1+GI\) queues in heavy trafficBeyond Heavy-Traffic Regimes: Universal Bounds and Controls for the Single-Server QueueStationary distribution convergence of the offered waiting processes in heavy traffic under general patience time scalingOn a Skorokhod problem with small double limitFluid Limits for Overloaded Multiclass FIFO Single-Server Queues with General AbandonmentDiffusion approximations for double-ended queues with reneging in heavy trafficOptimal pricing barriers in a regulated market using reflected diffusion processesOptimal service rate perturbations of many server queues in heavy trafficCall centers with impatient customers: Many-server asymptotics of the M/M/\(n+G\) queue



Cites Work


This page was built for publication: A diffusion approximation for a GI/GI/1 queue with balking or reneging