Stability and moment bounds under utility-maximising service allocations: Finite and infinite networks

We study networks of interacting queues governed by utility-maximising service-rate allocations in both discrete and continuous time. For finite networks we establish stability and some steady-state moment bounds under natural conditions and rather weak assumptions on utility functions. These results are obtained using direct applications of Lyapunov–Foster-type criteria, and apply to a wide class of systems, including those for which fluid-limit-based approaches are not applicable. We then establish stability and some steady-state moment bounds for two classes of infinite networks, with single-hop and multi-hop message routes. These results are proved by considering the infinite systems as limits of their truncated finite versions. The uniform moment bounds for the finite networks play a key role in these limit transitions.