Stability of Skorokhod problem is undecidable
D Gamarnik, D Katz - arXiv preprint arXiv:1007.1694, 2010 - arxiv.org
Skorokhod problem arises in studying Reflected Brownian Motion (RBM) on an non-
negative orthant, specifically in the context of queueing networks in the heavy traffic regime.
One of the key problems is identifying conditions for stability of a Skorokhod problem,
defined as the property that trajectories are attracted to the origin. The stability conditions are
known in dimension up to three, but not for general dimensions. In this paper we explain the
fundamental difficulties encountered in trying to establish stability conditions for general …
negative orthant, specifically in the context of queueing networks in the heavy traffic regime.
One of the key problems is identifying conditions for stability of a Skorokhod problem,
defined as the property that trajectories are attracted to the origin. The stability conditions are
known in dimension up to three, but not for general dimensions. In this paper we explain the
fundamental difficulties encountered in trying to establish stability conditions for general …
[CITATION][C] Stability of Skorokhod problem is undecidable. Submitted
D Gamarnik, D Katz - arXiv preprint arXiv:1007.1694, 2010
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