-Brownian motion.

Yong Ren Lanying Hu Jiaying Li

Published in: Int. J. Control (2023)

Keyphrases

brownian motion
optimal stopping
stochastic process
differential equations
optimal control
diffusion process
poisson process
stochastic processes
vector valued
queue length
heavy traffic
closed form solutions
inventory level
markov chain
steady state
multiscale
stochastic differential equations