Anomalies in Strongly Coupled Harmonic Quantum Brownian Motion.
Filippo GiraldiFrancesco PetruccionePublished in: Open Syst. Inf. Dyn. (2013)
Keyphrases
- brownian motion
- optimal stopping
- differential equations
- stochastic process
- optimal control
- diffusion process
- stochastic processes
- poisson process
- heavy traffic
- vector valued
- queue length
- closed form solutions
- inventory level
- support vector
- asymptotically optimal
- stochastic model
- heavy tailed
- stochastic differential equations