Reflected Brownian motion with drift in a wedge.
Peter LaknerZiran LiuJosh ReedPublished in: Queueing Syst. Theory Appl. (2023)
Keyphrases
- brownian motion
- optimal stopping
- differential equations
- stochastic process
- optimal control
- diffusion process
- stochastic processes
- vector valued
- poisson process
- heavy traffic
- queue length
- concept drift
- stochastic differential equations
- closed form solutions
- queueing networks
- stochastic model
- production system
- dynamical systems
- steady state
- regression model
- markov chain
- probability distribution
- dynamic programming