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A GI/G/1 queueing system with finite capacity il studied. The first overflow time, which means the time when the number of customers first exceeds the capacity, is analyzed by diffusion approximation. Approximate expressions for the distribution and moments of the first overflow time are derived explicitly. These results are modified so as to be more(More)
This paper is concerned with a differentiable exact penalty function derived by modifying the Wolfe dual of an equality constrained problem. It may be considered that this penalty function belongs to a class of general augmented Lagrangians on which other differentiable exact penalty functions are based. It is shown that this penalty function possesses an(More)
111is paper is concerned with stationary behaviour of the GI/G/ I (N) queueing system. Approximate formulae for the stationary loss probability and the statiomry distribution of the number of customers are explicitly derived from using diffusion approximation and renewal theory. Moreover, approximate formulae for the mean number of customers are also(More)