On the rate of convergence to equilibrium for reflected Brownian motion.

Peter W. Glynn Rob J. Wang

Published in: Queueing Syst. Theory Appl. (2018)

Keyphrases

brownian motion
optimal stopping
stochastic process
differential equations
optimal control
diffusion process
stochastic processes
heavy traffic
vector valued
poisson process
stochastic differential equations
queue length
markov chain
closed form solutions
reinforcement learning
anisotropic diffusion