Drifting Games and Brownian Motion.
Yoav FreundManfred OpperPublished in: J. Comput. Syst. Sci. (2002)
Keyphrases
- brownian motion
- optimal stopping
- differential equations
- stochastic process
- diffusion process
- optimal control
- poisson process
- stochastic processes
- vector valued
- heavy traffic
- queue length
- closed form solutions
- stochastic differential equations
- inventory level
- mathematical model
- markov chain
- scale space
- decision making