Pathwise comparison results for stochastic fluid networks

Authors:
Jean-Paul Haddad;Ravi R. Mazumdar;Francisco J. Piera
Affiliations:
Department of Electrical and Computer Engineering, University of Waterloo, Waterloo, Canada N2L 3G1;Department of Electrical and Computer Engineering, University of Waterloo, Waterloo, Canada N2L 3G1;Electrical Engineering Department, University of Chile, Santiago, Chile
Venue:
Queueing Systems: Theory and Applications
Year:
2010

Citing 1
Cited 1

A Subsidy-Surplus Model and the Skorokhod Problem in an Orthant

Mathematics of Operations Research

Heavy traffic approximation for the stationary distribution of stochastic fluid networks

Queueing Systems: Theory and Applications

Quantified Score

Hi-index	0.00

Visualization

Abstract

We prove some new pathwise comparison results for single class stochastic fluid networks. Under fairly general conditions, monotonicity with respect to the (state- and time-dependent) routing matrices is shown. Under more restrictive assumptions, monotonicity with respect to the service rates is shown as well. We conclude by using the comparison results to establish a moment bound, a stability result for stochastic fluid networks with Lévy inputs, and a comparison result for multi-class GPS networks.