Some stochastic differential games with state dependent noise.

Tyrone E. Duncan Bozenna Pasik-Duncan

Published in: CDC (2015)

Keyphrases

state dependent
steady state
optimal policy
queueing networks
continuous state
service rates
product form
arrival rate
single server
markov chain
asymptotically optimal
stationary distribution
finite horizon
long run
queue length
special case
lower bound
inventory level
customer demand