Answers are grounded in this paper and cite their sources.
This paper is concerned with a class of multidimensional diffusion processes, variously known as reflected Brownian motions, regulated Brownian motions, or just RBM's, that arise as approximate models of queueing networks. We develop an algorithm for numerical analysis of a semimartingale RBM with state space S = Rᵈ₊ (the nonnegative orthant of d-dimensional Euclidean space). This algorithm lies at the heart of the QNET method for approximate two-moment analysis of open queueing networks.
No takes yet. Share an insight, caveat, or question.
Dai et al. (1992) studied this question.
Synapse has enriched 10 related papers. Consider them for comparative context: