Intrinsic Volumes of the Brownian Motion Body.
Frank GaoRichard A. VitalePublished in: Discret. Comput. Geom. (2001)
Keyphrases
- brownian motion
- optimal stopping
- stochastic process
- differential equations
- optimal control
- diffusion process
- poisson process
- vector valued
- heavy traffic
- stochastic processes
- human body
- queue length
- stochastic differential equations
- three dimensional
- markov chain
- closed form solutions
- arrival rate
- long run
- inventory level
- constrained optimization
- lead time
- wavelet transform
- dynamic programming