AN OVERVIEW OF SOME STOCHASTIC STABILITY METHODS(<Special Issue>Network Design, Control and Optimization)

スポンサーリンク

概要

• 論文の詳細を見る

• This paper presents an overview of stochastic stability methods, mostly motivated by (but not limited to) stochastic network applications. We work with stochastic recursive sequences, and, in particular, Markov chains in a general Polish state space. We discuss, and frequently compare, methods based on (i) Lyapunov functions, (ii) fluid limits, (iii) explicit coupling (renovating events and Harris chains), and (iv) monotonicity. We also discuss existence of stationary solutions and instability methods. The paper focuses on methods and uses examples only to exemplify the theory. Proofs are given insofar as they contain some new, unpublished, elements, or are necessary for the logical reading of this exposition.

• 社団法人日本オペレーションズ・リサーチ学会の論文

著者

• Konstantopoulos T

  Heriot-watt University

• Foss Serguei

  Heriot-Watt University

• Konstantopoulos Takis

  Heriot-Watt University

関連論文

• AN OVERVIEW OF SOME STOCHASTIC STABILITY METHODS(Network Design, Control and Optimization)

スポンサーリンク