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Feedback control: Two-sided Markov-modulated Brownian motion with instantaneous change of phase at boundaries.
Guy Latouche
Giang T. Nguyen
Published in:
Perform. Evaluation (2016)
Keyphrases
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brownian motion
poisson process
feedback control
markov modulated
optimal control
arrival rate
closed loop
adaptive control
lead time
gaussian process
infinite horizon
dynamic programming
inventory level
steady state
machine learning
heavy traffic
stochastic process
queue length
scheduling problem