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Brownian models of multiclass queueing networks: Current status and open problems
Authors:J Michael Harrison  Viên Nguyen
Institution:(1) Graduate School of Business, Stanford University, 94305-5015 Stanford, CA, USA
Abstract:This paper is concerned with Brownian system models that arise as heavy traffic approximations for open queueing networks. The focus is on model formulation, and more specifically, on the formulation of Brownian models for networks with complex routing. We survey the current state of knowledge in this dynamic area of research, including important open problems. Brownian approximations culminate in estimates of complete distributions; we present numerical examples for which complete sojourn time distributions are estimated, and those estimates are compared against simulation.
Keywords:Multiclass open queueing network  Brownian system model  reflected Brownian motion  heavy traffic approximation  heavy traffic scaling  sojourn time distribution
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