Construction of Lyapunov Functions via Relative Entropy with Application to Caching
Nicolas Gast · ACM SIGMETRICS Performance Evaluation Review · 2016
We consider a system of interacting objects that is a generalization of the model of the cache-replacement policy RAND(m) introduced in [6]. We provide a mean-field approximation of this system. We show how to use relative entropy to construct a Lyapunov function for this model. This guarantees that the mean-field model converges to its unique fixed point.