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In this paper, we consider queueing systems where the dynamics are non-stationary and state-dependent. For performance analysis of these systems, fluid and diffusion models have been typically used. Although they are proven to be…

Probability · Mathematics 2016-09-08 Young Myoung Ko , Natarajan Gautam

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

For stochastic systems with nonvanishing noise, i.e., at the desired state the noise port does not vanish, it is impossible to achieve the global stability of the desired state in the sense of probability. This bad property also leads to…

Dynamical Systems · Mathematics 2016-07-12 Zhou Fang , Chuanhou Gao

The goal of this work is to identify steady-state solutions to dynamical systems defined on large, random families of networks. We do so by passing to a continuum limit where the adjacency matrix is replaced by a non-local operator with…

Dynamical Systems · Mathematics 2026-02-26 Jason J. Bramburger , Matt Holzer , Jackson Williams

An information collection problem in a wireless network with random events is considered. Wireless devices report on each event using one of multiple reporting formats. Each format has a different quality and uses different data lengths.…

Optimization and Control · Mathematics 2015-01-12 Sucha Supittayapornpong , Michael J. Neely

We propose a stability analysis method for sampled-data switched linear systems with finite-level static quantizers. In the closed-loop system, information on the active mode of the plant is transmitted to the controller only at each…

Systems and Control · Computer Science 2015-09-03 Masashi Wakaiki , Yutaka Yamamoto

This paper investigates the finite-time adaptive fuzzy tracking control problem for a class of pure-feedback system with full-state constraints. With the help of Mean-Value Theorem, the pure-feedback nonlinear system is transformed into…

Systems and Control · Electrical Eng. & Systems 2024-12-31 Ju Wu , Tong Wang , Min Ma

The turnpike phenomenon stipulates that the solution of an optimal control problem in large time, remains essentially close to a steady-state of the dynamics, itself being the optimal solution of an associated static optimal control…

Optimization and Control · Mathematics 2023-01-11 Emmanuel Trélat

We prove a many-server heavy-traffic fluid limit for an overloaded Markovian queueing system having two customer classes and two service pools, known in the call-center literature as the X model. The system uses the…

Probability · Mathematics 2013-01-24 Ohad Perry , Ward Whitt

The method of Lyapunov functions is one of the most effective ones for the investigation of stability of dynamical systems, in particular, of stochastic differential systems. The main purpose of the paper is the analysis of the stability of…

Analysis of PDEs · Mathematics 2015-03-13 Tomas Caraballo , Mohamed Ali Hammami , Lasaad Mchiri

We prove the existence of limiting distributions for a large class of Markov chains on a general state space in a random environment. We assume suitable versions of the standard drift and minorization conditions. In particular, the system…

Probability · Mathematics 2020-12-04 Attila Lovas , Miklós Rásonyi

In this thesis, we propose and analyze a multi-server model that captures a performance trade-off between centralized and distributed processing. In our model, a fraction $p$ of an available resource is deployed in a centralized manner…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-03-23 Kuang Xu

We study symmetric queuing networks with moving servers and FIFO service discipline. The mean-field limit dynamics demonstrates unexpected behavior which we attribute to the meta-stability phenomenon. Large enough finite symmetric networks…

Probability · Mathematics 2018-12-05 F. Baccelli , A. Rybko , S. Shlosman , A. Vladimirov

Second-order macroscopic continuum models have been constantly improving for decades to reproduce the empirical observations. Recently, a series of experimental studies have suggested that the stochastic factors contribute significantly to…

Physics and Society · Physics 2022-09-15 Marouane Bouadi , Bin Jia , Rui Jiang , Xingang Li , Zi-You Gao

We study the steady-state delay performance of load balancing in large-scale systems with heterogeneous servers in the heavy-traffic regimes. The system consists of $N$ servers, each with a local buffer of size $b-1$, serving jobs in the…

Probability · Mathematics 2026-02-27 Xin Liu , Lei Ying

We introduce new sufficient conditions for verifying stability and recurrence properties in singularly perturbed stochastic hybrid dynamical systems. Specifically, we focus on hybrid systems with deterministic continuous-time dynamics that…

Optimization and Control · Mathematics 2023-10-25 Jorge I. Poveda

This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…

Probability · Mathematics 2019-05-02 Adrian N. Bishop , Pierre Del Moral

This paper focuses on consensus problems for high-order, linear multi-agent systems. Undirected communication topologies and fixed, uniform communication time delay are taken into account. This class of problems has been widely study in the…

Optimization and Control · Mathematics 2016-05-06 Rudy Cepeda-Gomez

We establish a heavy-traffic limit theorem on convergence in distribution for the number of customers in a many-server queue when the number of servers tends to infinity. No critical loading condition is assumed. Generally, the limit…

Probability · Mathematics 2010-01-14 Anatolii A. Puhalskii , Josh E. Reed

We prove a converse Lyapunov theorem for almost sure stabilizability and almost sure asymptotic stabilizability of controlled diffusions: given a stochastic system a.s. stochastic open loop stabilizable at the origin, we construct a lower…

Optimization and Control · Mathematics 2007-05-23 Annalisa Cesaroni