This paper proves a heavy traffic limit theorem for a multiclass service station with Markovian feedback. This result generalizes the one proved by Reiman Reiman, M. I. 1988. A multiclass feedback queue in heavy traffic. Adv. Appl. Probab.20 179--207.. Our approach also significantly simplifies Reiman's original proof. Numerical examples are presented to illustrate the effectiveness of the QNET method which is rooted in the theorem.
['J. G. Dai', 'Thomas G. Kurtz']
A multiclass Station with Markovian Feedback in Heavy Traffic