Keyphrases
- brownian motion
- optimal stopping
- stochastic process
- differential equations
- optimal control
- diffusion process
- poisson process
- heavy traffic
- vector valued
- stochastic processes
- queue length
- stochastic differential equations
- markov chain
- closed form solutions
- inventory level
- stochastic model
- steady state
- asymptotically optimal
- long run
- probabilistic model