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Refining Diffusion Models for State-Dependent Queues

  • Toshikazu Kimura
Part of the International Series in Operations Research & Management Science book series (ISOR, volume 43)

Abstract

A diffusion model is developed for a class of queues with Poisson arrivals and general services, both of which are state-dependent. This class covers many practical queueing systems with multiple servers, finite waiting spaces, finite sources, discouraged arrivals and more. For each of these systems, a large number of diffusion models have been developed individually. Our diffusion model unifies and refines those previous models. The main focus is on the steady-state distribution of the number of customers in system. The discrete process of the number of customers is approximated by a continuous diffusion process with piece wise-constant infinitesimal parameters defined on a closed interval in the non-negative real line. A conservation law together with a consistent discretization generate an approximate formula for the steady-state distribution, which is more accurate than the previous models.

Keywords

queues diffusion models state dependency 

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Copyright information

© Springer Science+Business Media New York 2002

Authors and Affiliations

  • Toshikazu Kimura
    • 1
  1. 1.Graduate School of EconomicsHokkaido UniversitySapporoJapan

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