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The Join-the-Shortest-Queue (JSQ) load-balancing scheme is known to minimise the average delay of jobs in homogeneous systems consisting of identical servers. However, it performs poorly in heterogeneous systems where servers have different…

Probability · Mathematics 2022-10-04 Sanidhay Bhambay , Arpan Mukhopadhyay

Stability of retarded differential equations is closely related to the existence of Lyapunov-Krasovskii functionals. Even if a number of converse results have been reported regarding the existence of such functionals, there is a lack of…

Optimization and Control · Mathematics 2021-01-01 Hugo Lhachemi , Robert Shorten

Algorithms increasingly operate within complex physical, social, and engineering systems where they are exposed to disturbances, noise, and interconnections with other dynamical systems. This article extends known convergence guarantees of…

Machine Learning · Computer Science 2025-12-22 Guner Dilsad Er , Sebastian Trimpe , Michael Muehlebach

We devise an abstract, modular scheme to prove continuity of the Lyapunov exponents for a general class of linear cocycles. The main assumption is the availability of appropriate large deviation type (LDT) estimates which are uniform in the…

Dynamical Systems · Mathematics 2015-07-13 Pedro Duarte , Silvius Klein

This paper considers a wireless link with randomly arriving data that is queued and served over a time-varying channel. It is known that any algorithm that comes within $\epsilon$ of the minimum average power required for queue stability…

Optimization and Control · Mathematics 2014-11-19 Michael J. Neely

We study the heavy-traffic limit of the generalized switch operating under MaxWeight, without assuming that the CRP condition is satisfied and allowing for correlated arrivals. The main contribution of this paper is the steady-state mean of…

Probability · Mathematics 2021-03-03 D. Hurtado-Lange , S. T. Maguluri

This paper considers time-average stochastic optimization, where a time average decision vector, an average of decision vectors chosen in every time step from a time-varying (possibly non-convex) set, minimizes a convex objective function…

Optimization and Control · Mathematics 2015-01-29 Sucha Supittayapornpong , Michael J. Neely

Optimization plays a central role in intelligent systems and cyber-physical technologies, where speed and reliability of convergence directly impact performance. In control theory, optimization-centric methods are standard: controllers are…

Optimization and Control · Mathematics 2026-03-23 Liraz Mudrik , Isaac Kaminer , Sean Kragelund , Abram H. Clark

This paper considers time-average optimization, where a decision vector is chosen every time step within a (possibly non-convex) set, and the goal is to minimize a convex function of the time averages subject to convex constraints on these…

Optimization and Control · Mathematics 2016-10-11 Sucha Supittayapornpong , Longbo Huang , Michael J. Neely

In this work, we present the equivalent of many theorems available for continuous time systems. In particular, the theory is applied to Averaging Theory and Separation of time scales. In particular the proofs developed for Averaging Theory…

Optimization and Control · Mathematics 2018-09-17 Nicoletta Bof , Ruggero Carli , Luca Schenato

This paper addresses the stability problem for discrete-time switched systems under autonomous switching. Each mode of the switched system is modeled as a Linear Parameter Varying (LPV) system, the time-varying parameters can vary…

Systems and Control · Electrical Eng. & Systems 2020-05-13 Márcio J. Lacerda , Cristiano M. Agulhari

We address a class of Markov jump linear systems that are characterized by the underlying Markov process being time-inhomogeneous with a priori unknown transition probabilities. Necessary and sufficient conditions for uniform stochastic…

Systems and Control · Computer Science 2014-11-24 Collin C. Lutz , Daniel J. Stilwell

This paper considers the problem of finite-time stability for stochastic nonlinear systems. A new Lyapunov theorem of stochastic finite-time stability is proposed, and an important corollary is obtained. Some comparisons with the existing…

Probability · Mathematics 2019-09-16 Xin Yu , Juliang Yin , Suiyang Khoo

This paper considers the problem of minimizing the time average of a stochastic process subject to time average constraints on other processes. A canonical example is minimizing average power in a data network subject to multi-user…

Optimization and Control · Mathematics 2014-12-03 Michael J. Neely

An overview of stability conditions in terms of the Lyapunov matrix for time-delay systems is presented. The main results and proof are presented in details for the case of systems with multiple delays. The state of the art, ongoing…

Dynamical Systems · Mathematics 2022-07-27 Sabine Mondié , Alexey Egorov , Marco A. Gomez

An optimal control for a dynamical system optimizes a certain objective function. Here we consider the construction of an optimal control for a stochastic dynamical system with a random structure, Poisson perturbations and random jumps,…

Optimization and Control · Mathematics 2023-01-24 Taras Lukashiv , Yuliia Litvinchuk , Igor Malyk , Anna Golebiewska , Petr V. Nazarov

New necessary and sufficient conditions are proposed for the stability investigation of dynamical systems using the flow and the divergence of the phase vector velocity. The obtained conditions generalize the well-known results of V.P.…

Optimization and Control · Mathematics 2019-05-17 Igor Furtat

Recently, sufficient conditions of stability or instability for time-delay systems have been proven to be necessary. In this way, a remarkable necessary and sufficient condition has then been developed by Gomez et al. It is presented as a…

Optimization and Control · Mathematics 2022-05-09 Mathieu Bajodek , Frédéric Gouaisbaut , Alexandre Seuret

Stability analysis and control of linear impulsive systems is addressed in a hybrid framework, through the use of continuous-time time-varying discontinuous Lyapunov functions. Necessary and sufficient conditions for stability of impulsive…

Optimization and Control · Mathematics 2013-11-15 Corentin Briat

This paper studies a class of random nonlinear systems with time-varying delay, in which the $r$-order moment ($r\geq1$) of the random disturbance is finite. Firstly, some general conditions are proposed to guarantee the existence and…

Optimization and Control · Mathematics 2018-06-22 Yao Liqiang , Zhang Weihai
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