A Brownian model for multiclass queueing networks with finite buffers

Authors:
Wanyang Dai
Affiliations:
Department of Mathematics, Nanjing University, Nanjing 210008, China
Venue:
Journal of Computational and Applied Mathematics - Selected papers of the international symposium on applied mathematics, August 2000, Dalian, China
Year:
2002

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Abstract

This paper is concerned with the heavy traffic behavior of a type of multiclass queueing networks with finite buffers. The network consists of d single server stations and is populated by K classes of customers. Each station has a finite capacity waiting buffer and operates under first-in first-out (FIFO) service discipline. The network is assumed to have a feedforward routing structure under a blocking scheme. A server stops working when the downstream buffer is full. The focus of this paper is on the Brownian model formulation. More specifically, the approximating Brownian model for the networks is proposed via the method of showing a pseudo-heavy-traffic limit theorem which states that the limit process is a reflecting Brownian motion (RBM) if the properly normalized d-dimensional workload process converges in distribution to a continuous process. Numerical algorithm with finite element method has been designed to effectively compute the solution of the Brownian model (W. Dai, Ph.D. thesis (1996); X. Shen et al. The finite element method for computing the stationary distribution of an SRBM in a hypercube with applications to finite buffer queueing networks, under revision for Queueing Systems).