Consider a closed Jackson network with M servers (Gordon &
Newell, 1967; Gross et al., 2008). The total number of customers
in the network is a constant N. There is no customer arrival to or
exit from the network. The service time of servers is exponentially
distributed. The service rate is load-dependent, i.e., the server can
adjust its service rate according to its queue length. We denote
the service rate as li;ni
, where ni is the number of customers at ser-
ver i; i ¼ 1; 2; ... ;M; ni ¼ 0; 1; ... ;N. When ni ¼ 0; li;ni
¼ 0. When
a customer joins a server and finds that server busy, this customer
will wait in the buffer. The capacity of the buffer is assumed ade-
quate. The service discipline is first come first served. When a cus-
tomer finishes its service at server i, it leaves server i and joins
server j with routing probability qij
; i; j ¼ 1; 2; ... ;M. Without loss
of generality, we assume qii
¼ 0 for all i ¼ 1; 2; ... ;M. Obviously,
we have
PM
j¼1qij
¼ 1 for all i. The system state is denoted as
n :¼ðn1; n2; ... ; nMÞ. All the possible states compose the state space
which is denoted as S :¼fall n :
PM n ¼ Ng.