Invariant Measures and Euler-Maruyama's Approximations of State-Dependent Regime-Switching Diffusions.

Published in: SIAM J. Control. Optim. (2018)

Keyphrases

state dependent
steady state
optimal policy
queueing networks
arrival rate
queue length
single server
markov chain
differential equations
asymptotically optimal
product form
service rates
dynamic programming
multistage
parallel computing
fluid model