1996 Articles
Stability and Structural Properties of Stochastic Storage Networks
We establish stability, monotonicity, concavity and subadditivity properties for open stochastic storage networks in which the driving process has stationary increments. A principal example is a stochastic fluid network in which the external inputs are random but all internal flows are deterministic. For the general model, the multi-dimensional content process is tight under the natural stability condition. The multi-dimensional content process is also stochastically increasing when the process starts at the origin, implying convergence to a proper limit under the natural stability condition. In addition, the content process is monotone in its initial conditions. Hence, when any content process with nonzero initial conditions hits the origin, it couples with the content process starting at the origin. However, in general, a tight content process need not hit the origin.
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Also Published In
- Title
- Journal of Applied Probability
- DOI
- https://doi.org/10.2307/3214994
More About This Work
- Academic Units
- Industrial Engineering and Operations Research
- Published Here
- September 19, 2017