An approximation to the invariant measure of the limiting diffusion of G/Ph/n+GI queues in the Halfin-Whitt regime and related asymptotics

Xinghu Jin, Guodong Pang, Lihu Xu +1

In this paper, we develop a stochastic algorithm based on the Euler--Maruyama scheme to approximate the invariant measure of the limiting multidimensional diffusion of $G/Ph/n+GI$…