Rates of Convergence to Stationarity for Reflected Brownian Motion.
Jose H. BlanchetXinyun ChenPublished in: Math. Oper. Res. (2020)
Keyphrases
- brownian motion
- rates of convergence
- stochastic process
- differential equations
- optimal control
- diffusion process
- poisson process
- non stationary
- stochastic processes
- heavy traffic
- regression function
- expectation maximization
- queue length
- asymptotically optimal
- markov chain
- feature space
- dynamical systems
- least squares
- training set