Keyphrases
- brownian motion
- stochastic process
- optimal stopping
- differential equations
- diffusion process
- optimal control
- heavy traffic
- poisson process
- stochastic processes
- vector valued
- queue length
- steady state
- closed form solutions
- stochastic model
- dynamic programming
- control system
- arrival rate
- dynamical systems
- special case
- long run
- non stationary
- heavy tailed
- multiscale
- stochastic differential equations