Random Matrices and Brownian Motion.

William M. Y. Goh Eric Schmutz

Published in: Comb. Probab. Comput. (1993)

Keyphrases

brownian motion
optimal stopping
stochastic process
differential equations
diffusion process
optimal control
heavy tailed
heavy traffic
stochastic processes
poisson process
vector valued
queue length
closed form solutions
markov chain
asymptotically optimal
dynamical systems
reinforcement learning