Stability of fluid network models and Lyapunov functions
نویسندگان
چکیده
We consider the class of closed generic fluid networks (GFN) models. This class contains for example fluid networks under general work-conserving and priority disciplines. Within this abstract framework a Lyapunov method for stability of GFN models was proposed by Ye and Chen. They proved that stability of a GFN model is equivalent to the property that for every path of the model a Lyapunov like function is decaying. In this paper we construct state-dependent Lyapunov functions in contrast to pathwise functionals. We first show by counterexamples that closed GFN models do not provide sufficient information that allow for a converse Lyapunov theorem with state-dependent Lyapunov functions. To resolve this problem we introduce the class of strict closed GFN models by forcing the closed GFN model to satisfy a concatenation and a perfectness condition and define a statedependent Lyapunov function. We show that for the class of strict closed GFN models a converse Lyapunov theorem holds. Finally, it is shown that common fluid network models, like general work-conserving and priority fluid network models as well as certain linear Skorokhod problems define strict closed GFN models.
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On converse Lyapunov theorems for fluid network models
We consider the class of closed generic fluid networks (GFN) models, which provides an abstract framework containing a wide variety of fluid networks. Within this framework a Lyapunov method for stability of GFN models was proposed by Ye and Chen. They proved that stability of a GFN model is equivalent to the existence of a functional on the set of paths that is decaying along paths. This resul...
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تاریخ انتشار 2010