Methods in diffusion approximation for multi-server systems: Sandwich, uniform attraction and state-space collapse

Hong Chen, Hengqing Ye

Research output: Chapter in book / Conference proceedingChapter in an edited book (as author)Academic researchpeer-review

1 Citation (Scopus)

Abstract

In this chapter, we demonstrate through simple queueing models some of the methods that have been developed for the diffusion approximation. Specifically, we first show how the sandwich method is used to establish the diffusion approximation for a multi-server queue, and next show how the uniform attraction and the state-space collapse method is used to establish the diffusion approximation fora multi-class queue under a first-in-first-out (FIFO) service discipline. Finally, weuse all of the above methods to establish the diffusion approximation for a system with multi-channel queues to which the jobs are routed based on a join-the-shortestqueue (JSQ) routing control.
Original languageEnglish
Title of host publicationInternational Series in Operations Research and Management Science
Pages489-530
Number of pages42
DOIs
Publication statusPublished - 1 Jan 2011

Publication series

NameInternational Series in Operations Research and Management Science
Volume154
ISSN (Print)0884-8289

ASJC Scopus subject areas

  • Software
  • Computer Science Applications
  • Strategy and Management
  • Management Science and Operations Research
  • Applied Mathematics

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