Brownian motion and gambling: from ratchets to paradoxical games.
J. M. R. ParrondoLuis DinisPublished in: CoRR (2014)
Keyphrases
- brownian motion
- stochastic process
- optimal stopping
- differential equations
- diffusion process
- optimal control
- stochastic processes
- poisson process
- heavy traffic
- vector valued
- closed form solutions
- stochastic differential equations
- markov chain
- queue length
- arrival rate
- control strategy
- dynamical systems
- steady state
- heavy tailed
- control system
- image segmentation