On converse Lyapunov theorems for fluid network models

Abstract

We consider the class of closed generic fluid network (GFN) models, which provides an abstract framework containing a wide variety of fluid networks. Within this framework a Lyapunov method for stability of GFN models was proposed by Ye and Chen. They proved that stability of a GFN model is equivalent to the existence of a functional on the set of paths that is decaying along paths. This result falls short of a converse Lyapunov theorem in that no state-dependent Lyapunov function is constructed. In this paper we construct state-dependent Lyapunov functions in contrast to path-wise functionals. We first show by counterexamples that closed GFN models do not provide sufficient information that allow for a converse Lyapunov theorem. To resolve this problem we introduce the class of strict GFN models by forcing closed GFN models to satisfy a concatenation and a semicontinuity condition. For the class of strict GFN models we define a state-dependent Lyapunov function and show that a converse Lyapunov theorem holds. Finally, it is shown that common fluid network models, like general work-conserving and priority fluid network models as well as certain linear Skorokhod problems define strict GFN models.