-Brownian motion.

Yong Ren Kai Wang Huijin Yang

Published in: Appl. Math. Comput. (2019)

Keyphrases

brownian motion
optimal stopping
differential equations
stochastic process
optimal control
diffusion process
heavy traffic
stochastic processes
poisson process
vector valued
queue length
closed form solutions
inventory level
dynamic programming
heavy tailed
dynamical systems
utility function