Controlling the Running Maximum of a Diffusion Process and an Application to Queueing Systems.
Ananda P. WeerasinghePublished in: SIAM J. Control. Optim. (2018)
Keyphrases
- diffusion process
- queueing systems
- queue length
- diffusion processes
- arrival rate
- anisotropic diffusion
- impurity atom
- control problems
- steady state
- brownian motion
- markov processes
- queueing networks
- heavy traffic
- diffusion coefficient
- homogeneous areas
- single server
- stationary distribution
- service times
- asymptotically optimal
- image processing
- flow field
- partial differential equations
- reinforcement learning