Modeling and Approximations for Stochastic Systems with State-Dependent Singular Controls and Wide-Band Noise.

Harold J. Kushner

Published in: SIAM J. Control. Optim. (2014)

Keyphrases

wide band
state dependent
stochastic systems
stochastic models
low light
slowly varying
steady state
sample path
stochastic processes
single server
large deviations
asymptotically optimal
optimal policy
probabilistic model
arrival rate
learning algorithm
stochastic model
queueing networks
received signal
error rate