On converse Lyapunov theorems for fluid network models

DOI10.1007/S11134-012-9279-9MaRDI QIDQ383237zbMATH OpenOpenAlexFDO

Authors Michael Schönlein, Fabian Wirth

Publication date 25 November 2013

Published in Queueing Systems (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1111.1990

zbMATH Keywords

stabilityLyapunov functionconverse Lyapunov theoremgeneric fluid network model

Mathematics Subject Classification ID

Deterministic network models in operations research (90B10) Queueing theory (aspects of probability theory) (60K25) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05)

Abstract: 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 result falls short of a converse Lyapunov theorem in that no state dependent Lyapunov function is constructed. In this paper we construct state-dependent Lyapunov functions in contrast to path-wise functionals. We first show by counterexamples that closed GFN models do not provide sufficient information that allow for a converse Lyapunov theorem. To resolve this problem we introduce the class of strict GFN models by forcing the closed GFN model to satisfy a concatenation and a semicontinuity condition of the set of paths in dependence of initial condition. For the class of strict GFN models we define a state-dependent Lyapunov and show that 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 GFN models.

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Cited in

(7)

• Lyapunov method for the stability of fluid networks
• Structure and stability of the equilibrium set in potential-driven flow networks
• Measurement and optimization of robust stability of multiclass queueing networks: applications in dynamic supply chains
• A Lyapunov view on positive harris recurrence of multiclass queueing networks
• Tightness of stationary distributions of a flexible-server system in the Halfin-Whitt asymptotic regime
• On converse Lyapunov theorems for fluid network models
• Asymptotic stability and smooth Lyapunov functions for a class of abstract dynamical systems

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