Invariance Principles for \(G\)-Brownian-Motion-Driven Stochastic Differential Equations and Their Applications to \(G\)-Stochastic Control.
Xiaoxiao PengShijie ZhouWei LinXuerong MaoPublished in: SIAM J. Control. Optim. (2024)
Keyphrases
- brownian motion
- stochastic differential equations
- differential equations
- stochastic process
- optimal control
- diffusion process
- stochastic processes
- vector valued
- poisson process
- heavy traffic
- queue length
- closed form solutions
- image processing
- markov chain
- steady state
- queueing networks
- stochastic model
- infinite horizon
- image enhancement
- inventory level
- probability distribution
- optimal solution