A diffusion approximation for a generalized Jackson network with reneging
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چکیده
We consider a generalized Jackson network with reneging customers in heavy traffic. In particular, each customer joining a particular station may abandon the network if his service does not begin within a station-dependent, exponential amount of time. We establish that in heavy traffic this system can be approximated by a multi-dimensional regulated Ornstein-Uhlenbeck process.
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تاریخ انتشار 2004