Arithmetical Representations of Brownian Motion I.
Willem L. FouchéPublished in: J. Symb. Log. (2000)
Keyphrases
- brownian motion
- optimal stopping
- differential equations
- stochastic process
- diffusion process
- optimal control
- stochastic processes
- heavy traffic
- vector valued
- poisson process
- closed form solutions
- queue length
- queueing networks
- markov chain
- probability distribution
- control strategy
- utility function
- inventory level
- steady state
- random variables