An interpolation approximation for queueing systems with Poisson input.

There are many queueing systems of practical interest for which it is difficult to obtain exact analytical results. It is, however, often possible to obtain asymptotic results for light and heavy traffic. The light and heavy traffic results can be combined, using interpolation, to yield an approximation for all values of the traffic intensity. In this memorandum we present the details of the above approximation, focusing, via several examples, on applications of the method. We then compare the results of the approximation, for the examples considered, with exact and simulation results.