Login / Signup
A review of Burke's theorem for Brownian motion.
Takis Konstantopoulos
Published in:
Queueing Syst. Theory Appl. (2016)
Keyphrases
</>
brownian motion
heavy traffic limit
optimal stopping
differential equations
stochastic process
optimal control
diffusion process
poisson process
stochastic processes
vector valued
heavy traffic
queue length
closed form solutions
stochastic differential equations
markov chain
gaussian process
steady state