Journal of the Operations Research Society of Japan
Online ISSN : 2188-8299
Print ISSN : 0453-4514
ISSN-L : 0453-4514
AN OVERVIEW OF SOME STOCHASTIC STABILITY METHODS(<Special Issue>Network Design, Control and Optimization)
Serguei FossTakis Konstantopoulos
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2004 Volume 47 Issue 4 Pages 275-303

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Abstract

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 Proofs are given insofar as they contain some new, unpublished, elements, or are necessary for the logical reading of this exposition.

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© 2004 The Operations Research Society of Japan
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