Optimal stochastic control of the intensity of point processes.

Bara Kim Jeongsim Kim Chia-Li Wang

Published in: Oper. Res. Lett. (2022)

Keyphrases

stochastic control
point processes
optimal control
control problems
queueing systems
operations management
hot spots
expected cost
brownian motion
dynamic programming
image processing
markov chain
monte carlo
closed form
partial differential equations