-Brownian motion.

Bingjun Wang Mingxia Yuan

Published in: Appl. Math. Comput. (2019)

Keyphrases

brownian motion
optimal stopping
stochastic process
differential equations
diffusion process
optimal control
poisson process
vector valued
stochastic processes
heavy traffic
closed form solutions
queue length
stochastic model
stochastic differential equations
reinforcement learning
probabilistic model