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We characterize heavy-traffic process and steady-state limits for systems staffed according to the square-root safety rule, when the service requirements of the customers are perfectly correlated with their individual patience for waiting…

Probability · Mathematics 2020-09-01 Lun Yu , Ohad Perry

We consider a queueing network operating under a strictly upper-triangular routing matrix with per column at most one non-negative entry. The root node is fed by a Gaussian process with stationary increments. Our aim is to characterize the…

Probability · Mathematics 2025-03-24 Nikolai Kriukov , Krzysztof Dȩbicki , Michel Mandjes

We study a system, where a random flow of customers is served by servers (called agents) invited on-demand. Each invited agent arrives into the system after a random time; after each service completion, an agent returns to the system or…

Probability · Mathematics 2017-11-28 Lam M. Nguyen , Alexander Stolyar

We consider a stationary fluid queue with fractional Brownian motion input. Conditional on the workload at time zero being greater than a large value $b$, we provide the limiting distribution for the amount of time that the workload process…

Probability · Mathematics 2009-12-11 Hernan Awad , Peter Glynn

The paper presents an approach to the construction of stabilizing feedback for strongly nonlinear systems. The class of systems of interest includes systems with drift which are affine in control and which cannot be stabilized by continuous…

Optimization and Control · Mathematics 2026-02-18 Hannah Michalska , Miguel Torres-Torriti

We construct a generic, simple, and efficient scheduling policy for stochastic processing networks, and provide a general framework to establish its stability. Our policy is randomized and prioritized: with high probability it prioritizes…

Probability · Mathematics 2012-10-02 Antonius B. Dieker , Jinwoo Shin

The use of stochastic differential equations in multi-objective optimization has been limited, in practice, by two persistent gaps: incomplete stability analyses and the absence of accessible implementations. We revisit a drift--diffusion…

Optimization and Control · Mathematics 2026-03-05 Thiago Santos , Sebastiao Xavier

This work investigates the boundary stabilization of flows in star-shaped and tree-shaped networks of open channels governed by the Saint-Venant equations with a friction term. Due to the existence of the friction term, the steady-states…

Optimization and Control · Mathematics 2026-03-06 Amaury Hayat , Yating Hu , Peipei Shang

Estimating the stability boundary is a fundamental and challenging problem in transient stability studies. It is known that a proper level set of a Lyapunov function or an energy function can provide an inner approximation of the stability…

Systems and Control · Electrical Eng. & Systems 2021-10-01 Peng Yang , Feng Liu , Wei Wei , Zhaojian Wang

This paper presents new sufficient conditions for convergence and asymptotic or exponential stability of a stochastic discrete-time system, under which the constructed Lyapunov function always decreases in expectation along the system's…

Systems and Control · Computer Science 2019-06-05 Yuzhen Qin , Ming Cao , Brian D. O. Anderson

Stability analysis plays a crucial role in studying the behavior of dynamical systems with theoretical and engineering applications. Among various kinds of stability, the stability of equilibrium points is of the greatest importance which…

Dynamical Systems · Mathematics 2019-01-25 Arash Mehrjou , Bernhard Schölkopf

Control Lyapunov function is a central tool in stabilization. It generalizes an abstract energy function -- a Lyapunov function -- to the case of controlled systems. It is a known fact that most control Lyapunov functions are non-smooth --…

Optimization and Control · Mathematics 2022-11-08 Pavel Osinenko , Grigory Yaremenko , Georgiy Malaniya

This paper is concerned with stability analysis of nonlinear time-varying systems by using Lyapunov function based approach. The classical Lyapunov stability theorems are generalized in the sense that the time-derivative of the Lyapunov…

Dynamical Systems · Mathematics 2017-08-18 Bin Zhou

Consider the normalized partial sums of a real-valued function $F$ of a Markov chain, \[\phi_n:=n^{-1}\sum_{k=0}^{n-1}F(\Phi(k)),\qquad n\ge1.\] The chain $\{\Phi(k):k\ge0\}$ takes values in a general state space $\mathsf {X}$, with…

Probability · Mathematics 2007-05-23 Sean P. Meyn

Join the shortest queue (JSQ) refers to networks whose incoming jobs are assigned to the shortest queue from among a randomly chosen subset of the queues in the system. After completion of service at the queue, a job leaves the network. We…

Probability · Mathematics 2010-10-11 Maury Bramson

We consider a multi-server queue in the Halfin-Whitt regime: as the number of servers $n$ grows without a bound, the utilization approaches 1 from below at the rate $\Theta(1/\sqrt{n})$. Assuming that the service time distribution is…

Probability · Mathematics 2008-03-19 David Gamarnik , Petar Momcilovic

We consider a switched network, a fairly general constrained queueing network model that has been used successfully to model the detailed packet-level dynamics in communication networks, such as input-queued switches and wireless networks.…

Networking and Internet Architecture · Computer Science 2010-04-01 Devavrat Shah , John N. Tsitsiklis , Yuan Zhong

For data-driven control of nonlinear systems, the basis functions characterizing the dynamics are usually essential. In existing works, the basis functions are often carefully chosen based on pre-knowledge of the dynamics so that the system…

Optimization and Control · Mathematics 2023-04-27 Meichen Guo , Claudio De Persis , Pietro Tesi

Determination of stability and instability of singular points in nonlinear dynamical systems is an important issue that has attracted considerable attention in different fields of engineering and science. So far, different well-defined…

Systems and Control · Electrical Eng. & Systems 2021-11-02 A. R. Tavakolpour-Saleh

Stability margins for linear time-varying (LTV) and switched-linear systems are traditionally computed via quadratic Lyapunov functions, and these functions certify the stability of the system under study. In this work, we show how the more…

Systems and Control · Electrical Eng. & Systems 2020-12-08 Corbin Klett , Matthew Abate , Samuel Coogan , Eric Feron