On converse Lyapunov theorems for fluid network models
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Publication:383237
DOI10.1007/S11134-012-9279-9zbMATH Open1275.60086arXiv1111.1990OpenAlexW2088828670MaRDI QIDQ383237FDOQ383237
Authors: Michael Schönlein, Fabian Wirth 
Publication date: 25 November 2013
Published in: Queueing Systems (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1111.1990
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