Exponential ergodicity and convergence for generalized reflected Brownian motion.
Wenpin TangPublished in: Queueing Syst. Theory Appl. (2019)
Keyphrases
- brownian motion
- stochastic process
- queue length
- optimal stopping
- differential equations
- markov chain
- diffusion process
- optimal control
- heavy traffic
- vector valued
- stochastic processes
- stationary distribution
- poisson process
- steady state
- stochastic differential equations
- closed form solutions
- state dependent
- bayesian networks
- long run
- inventory level
- random fields