Mathematics > Probability
[Submitted on 4 Dec 2018 (v1), last revised 20 Aug 2019 (this version, v2)]
Title:Stability and moment bounds under utility-maximising service allocations: finite and infinite networks
View PDFAbstract:We study networks of interacting queues governed by utility-maximising service-rate allocations in both discrete and continuous time. For {\em finite} networks we establish stability and some steady-state moment bounds under natural conditions and rather weak assumptions on utility functions. These results are obtained using direct applications of Lyapunov-Foster-type criteria, and apply to a wide class of systems, including those for which fluid limit-based approaches are not applicable.
We then establish stability and some steady-state moment bounds for two classes of {\em infinite} networks, with single-hop and multi-hop message routes. These results are proved by considering the infinite systems as limits of their truncated finite versions. The uniform moment bounds for the finite networks play a key role in these limit transitions.
Submission history
From: Seva Shneer [view email][v1] Tue, 4 Dec 2018 14:26:18 UTC (23 KB)
[v2] Tue, 20 Aug 2019 11:03:47 UTC (52 KB)
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