Convergence of Finite Element Methods for Singular Stochastic Control.

Martin G. Vieten Richard H. Stockbridge

Published in: SIAM J. Control. Optim. (2018)

Keyphrases

stochastic control
finite element methods
queueing systems
control problems
optimal control
numerical solution
brownian motion
operations management
partial differential equations
finite element model
finite difference
differential equations
diffusion process
adaptive control
arrival rate