Keyphrases
- brownian motion
- optimal stopping
- stochastic process
- differential equations
- diffusion process
- optimal control
- poisson process
- vector valued
- stochastic processes
- queue length
- heavy traffic
- closed form solutions
- markov chain
- heavy tailed
- stochastic model
- objective function
- stochastic differential equations
- image sequences
- dynamic programming
- optimal solution
- reinforcement learning
- multiscale