Keyphrases
- brownian motion
- optimal stopping
- stochastic process
- differential equations
- diffusion process
- optimal control
- poisson process
- stochastic processes
- vector valued
- queue length
- heavy traffic
- markov chain
- closed form solutions
- stochastic differential equations
- stochastic model
- heavy tailed
- inventory level
- bayesian networks
- queueing networks
- anisotropic diffusion
- edge detection
- dynamic programming