Keyphrases
- brownian motion
- optimal stopping
- stochastic process
- differential equations
- optimal control
- diffusion process
- stochastic processes
- heavy traffic
- poisson process
- vector valued
- closed form solutions
- queue length
- stochastic differential equations
- stochastic model
- dynamic programming
- dynamical systems
- steady state
- inventory level
- control strategy
- mathematical model
- sufficient conditions
- markov chain
- image segmentation