Related papers: Stability of queueing-inventory systems with diffe…

This paper introduces a novel framework for analysing equilibrium in structured production systems incorporating a static social division of labour by distinguishing between consumption goods traded in competitive markets and intermediate…

In a wide class of physical systems, diffeomorphisms in the state space leave the amount of entropy produced per unit time inside the bulk of the system unaffected [M. Polettini et al., 12th Joint European Thermodynamics Conference,…

This paper, based on the compactness-continuity and finite value conditions, establishes the sufficiency of the class of stationary policies out of the general class of history-dependent ones for a constrained continuous-time Markov…

There are recent shifts in demand for design controllers from simplified to complex model-based. Although simplification approaches are successful in many areas of engineering control systems, high-fidelity simulation-based control design,…

The paper describes a novel method for studying the stability of nonautonomous dynamical systems. This method based on the flow and divergence of the vector field with coupling to the method of Lyapunov functions. The necessary and…

We consider a manufacturer who manages the end-of-life phase and takes one of the three actions at each period: (1) place an order, (2) use existing inventory, (3) stop holding inventory and use an outside/alternative source. Two examples…

In a first part, we prove a Lyapunov-type criterion for the $\xi\_1$-positive recurrence of absorbed birth and death processes and provide new results on the domain of attraction of the minimal quasi-stationary distribution. In a second…

A class of chemical reaction networks is described with the property that each positive equilibrium is locally asymptotically stable relative to its stoichiometry class, an invariant subspace on which it lies. The reaction systems treated…

The performance of non-preemptive M/M/1 queueing system with two priority is analyzed. By using complementary variable method to make vector Markov process and analyzing the state-change equations of the queueing system, the generating…

For the multivariate COGARCH(1,1) volatility process we show sufficient conditions for the existence of a unique stationary distribution, for the geometric ergodicity and for the finiteness of moments of the stationary distribution by a…

We study the interaction between strategy, heterogeneity and growth in a two-agent model of capital accumulation. Preferences are represented by recursive utility functions with decreasing marginal impatience. The stationary equilibria of…

Stochastic processes that are randomly reset to an initial condition serve as a showcase to investigate non-equilibrium steady states. However, all existing results have been restricted to the special case of memoryless resetting protocols.…

This paper addresses the question when the underlying Markov process of a multiclass queueing network is positive Harris recurrent. It is well-known that stability of the fluid limit model is a sufficient condition for this. Hence,…

We establish sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the existence and exponential ergodicity of the Q-process, the process…

This paper considers a simulation-based estimator for a general class of Markovian processes and explores some strong consistency properties of the estimator. The estimation problem is defined over a continuum of invariant distributions…

In any Markov chain with finite state space the distribution of transition records always belongs to the exponential family. This observation is used to prove a fluctuation theorem, and to show that the dynamical entropy of a stationary…

We consider a large family of discrete and continuous time controlled Markov processes and study an ergodic risk-sensitive minimization problem. Under a blanket stability assumption, we provide a complete analysis to this problem. In…

In this work, we consider a computational model of a distributed system formed by a set of servers in which jobs, that are continuously arriving, have to be executed. Every job is formed by a set of dependent tasks (i.~e., each task may…

A class of distributed systems with a cyclic interconnection structure is considered. These systems arise in several biochemical applications and they can undergo diffusion driven instability which leads to a formation of spatially…

The selection of an equilibrium state by maximising the entropy of a system, subject to certain constraints, is often powerfully motivated as an exercise in logical inference, a procedure where conclusions are reached on the basis of…