Search

Your search keyword '"Liapunov functions -- Analysis"' showing total 5 results
Start Over Descriptor "Liapunov functions -- Analysis" Publisher institute for operations research and the management sciences
5 results on '"Liapunov functions -- Analysis"'

1. From local to global stability in stochastic processing networks through quadratic Lyapunov functions

Author

Dieker, A.B. and Shin, J.

Subjects
Liapunov functions -- Analysis, Learning models (Stochastic processes) -- Analysis, Business, Computers and office automation industries, Mathematics
Abstract

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 [...]

Published
2013
Full Text
View/download PDF

2. Zero-variance importance sampling estimators for Markov process expectations

Author

Awad, Hernan E., Glynn, Peter W., and Rubinstein, Reuven Y.

Subjects
Liapunov functions -- Analysis, Markov processes -- Methods -- Analysis, Business, Computers and office automation industries, Mathematics
Abstract

We consider the use of importance sampling to compute expectations of functionals of Markov processes. For a class of expectations that can be characterized as positive solutions to a linear [...]

Published
2013
Full Text
View/download PDF

3. Asymptotic convergence of optimal policies for resource management with application to harvesting of multiple species forest

Author

Cominetti, Roberto and Piazza, Adriana

Subjects
Resource allocation -- Evaluation, Liapunov functions -- Analysis, Mathematical optimization -- Analysis, Forest management -- Evaluation, Business, Computers and office automation industries, Mathematics, Evaluation, Analysis
Abstract

We study the long-term behavior of the optimal harvesting policies for a mixed forest composed by multiple species of different maturity ages. This model is a prototype for the exploitation [...]

Published
2009

4. Relationship between strong monotonicity property, [P.sub.2]-property, and the GUS-property in semidefinite linear complementarity problems

Author

Parthasarathy, T., Raman, D. Sampangi, and Sriparna, B.

Subjects
Monotonic functions -- Analysis, Liapunov functions -- Analysis, Linear complementarity problem -- Analysis, Mathematics -- Analysis, Business, Computers and office automation industries, Mathematics, Analysis
Abstract

In a recent paper on semidefinite linear complementarity problems, Gowda and Song (2000) introduced and studied the P-property, [P.sub.2]-property, GUS-property, and strong monotonicity property for linear transformation L: [S.sup.n] → [...]

Published
2002

5. Stability and instability of fluid models for reentrant lines

Author

Dai, J.G. and Weiss, G.

Subjects
Stability -- Analysis, Liapunov functions -- Analysis, Queuing theory -- Analysis, Business, Computers and office automation industries, Mathematics
Abstract

The stability and instability of fluid models are analyzed in consideration of Dai's (1995) recently introduced theorem stating that the stability of a scheduling policy depends on the stability of the corresponding fluid model. The study uses the piecewise linear Lyapunov functions introduced by Botvitch and Zamyatin (1992). The stability of First-Buffer-First-Served and Last-Buffer-First-Served disciplines is determined in all reentrant lines. The stability of the Lu and Kumar's four buffer network and of Kelly-type networks is also established.

Published
1996

Catalog

Books, media, physical & digital resources
See catalog results