In large pot over medium heat, combine potatoes, celery, parsnips, onion, carrots and broth. Stir in marjoram, salt and pepper and simmer until vegetables are tender, about 20 minutes. Puree in batches in a blender or food processor or using an immersion blender. Return to pan, adjust seasonings, and bring to a boil. Stir in cheese until just melted. Remove from heat and serve.