Monte Carlo Simulation of Brownian Motion using a Piezo-Actuated Microscope Stage.
Nicholas A. VickersSean B. AnderssonPublished in: ACC (2019)
Keyphrases
- monte carlo simulation
- brownian motion
- stochastic process
- markov chain
- monte carlo
- differential equations
- optimal control
- diffusion process
- stochastic processes
- poisson process
- heavy traffic
- vector valued
- queue length
- stochastic differential equations
- closed form solutions
- queueing networks
- anisotropic diffusion
- control strategy
- steady state
- inventory level
- frequency domain
- state space
- machine learning