About Stability of Nonlinear Stochastic Differential Equations with State-Dependent Delay.
Leonid E. ShaikhetPublished in: Symmetry (2022)
Keyphrases
- state dependent
- stochastic differential equations
- brownian motion
- steady state
- maximum a posteriori estimation
- inventory level
- queue length
- optimal policy
- queueing networks
- heavy traffic
- arrival rate
- fractional brownian motion
- stationary distribution
- single server
- asymptotically optimal
- poisson process
- additive gaussian noise
- long range
- service times
- optimal solution
- optimal control
- noise level
- differential equations
- special case