期刊
QUEUEING SYSTEMS
卷 43, 期 1-2, 页码 103-128出版社
SPRINGER
DOI: 10.1023/A:1021804515162
关键词
Markovian queues; reneging; impatience; deadlines; reflected Ornstein-Uhlenbeck process; reflected affine diffusion; diffusion approximation; steady-state
Consider a single-server queue with a Poisson arrival process and exponential processing times in which each customer independently reneges after an exponentially distributed amount of time. We establish that this system can be approximated by either a reflected Ornstein-Uhlenbeck process or a reflected affine diffusion when the arrival rate exceeds or is close to the processing rate and the reneging rate is close to 0. We further compare the quality of the steady-state distribution approximations suggested by each diffusion.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据