A heavy-traffic approximation for queueing systems in which the infinitesimal mean and variance of the underlying process are used to develop a Fokker-Planck diffusion type differential equation which is then typically solved using Laplace transforms.
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© 2001 Kluwer Academic Publishers
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Gass, S.I., Harris, C.M. (2001). Diffusion approximation . In: Gass, S.I., Harris, C.M. (eds) Encyclopedia of Operations Research and Management Science. Springer, New York, NY. https://doi.org/10.1007/1-4020-0611-X_246
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DOI: https://doi.org/10.1007/1-4020-0611-X_246
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