Nov 1, 2012 · Conditions for stability are formulated in terms of the averaged drift, where the average is taken with respect to the stationary distribution ...

of the diffusion are governed by, in addition to the system state, a finite-state Markov process that is independent of the driving noise.

PDF | A family of constrained diffusions in a random environment is considered. Constraint set is a polyhedral cone and coefficients of the diffusion.

A family of constrained diffusions in a random environment is considered. Constraint set is a polyhedral cone and coefficients of the diffusion are governed ...

A family of constrained diffusions in a random environment is considered. Constraint set is a polyhedral cone and coefficients of the diffusion are governed ...

Stability of Constrained Markov-Modulated Diffusions · Stability of Constrained Markov-Modulated Diffusions (pp. 626-653). Amarjit Budhiraja and Xin Liu.

Abstract ; MULTI-RADIO 3 ; In this paper, we formulate and prove general stability criteria in terms ; of averaging Lyapunov functions. In particular, we obtain ( ...

May 2, 2011 · Stability of two-dimensional Markov processes, with an application to QBD processes with an infinite number of phases. S. KapodistriaS. Shneer.

Stability of Constrained Markov Modulated Diffusions (with Xin Liu). Math. Oper. Res. 37 (2012), no. 4, 626–653. Controlled Stochastic Networks in Heavy ...

In recent years a new approach has emerged for analyzing the stability properties of constrained stochastic processes. In this approach, one associates with ...