Heavy-traffic asymptotics for stationary GI/G/1-type Markov chains.
Tatsuaki KimuraHiroyuki MasuyamaYutaka TakahashiPublished in: Oper. Res. Lett. (2012)
Keyphrases
- markov chain
- heavy traffic
- steady state
- single server
- queueing networks
- queue length
- limit theorems
- waiting times
- finite state
- arrival rate
- transition probabilities
- stationary distribution
- asymptotically optimal
- queueing systems
- monte carlo
- random walk
- markov process
- markov processes
- stochastic process
- traffic intensity
- state space
- long run
- non stationary
- queueing model
- state dependent
- service times
- probabilistic automata
- fluid model
- transition matrix
- multiclass queueing networks
- machine learning
- polling systems