A Singular Stochastic Control Problem with Interconnected Dynamics.

Salvatore Federico Giorgio Ferrari Patrick Schuhmann

Published in: SIAM J. Control. Optim. (2020)

Keyphrases

stochastic control
queueing systems
optimal control
control problems
operations management
brownian motion
dynamical systems
machine learning
diffusion process
markov processes
dynamic programming
markov chain
steady state