Pages that link to "Item:Q558667"

The following pages link to Drift rate control of a Brownian processing system (Q558667):

Displaying 37 items.

• On scheduling a multiclass queue with abandonments under general delay costs (Q352983) (← links)
• Sequential maximum likelihood estimation for reflected generalized Ornstein-Uhlenbeck processes (Q449406) (← links)
• Optimal processing rate and buffer size of a jump-diffusion processing system (Q490164) (← links)
• Optimal buffer size and dynamic rate control for a queueing system with impatient customers in heavy traffic (Q607269) (← links)
• A note on stability in distribution of Markov-modulated stochastic differential equations with reflection (Q640496) (← links)
• Rate control under heavy traffic with strategic servers (Q670732) (← links)
• Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (Q710825) (← links)
• Convergence of a queueing system in heavy traffic with general patience-time distributions (Q719770) (← links)
• Asymptotic behaviour of parametric estimation for nonstationary reflected Ornstein-Uhlenbeck processes (Q739497) (← links)
• Optimal buffer size for a stochastic processing network in heavy traffic (Q885545) (← links)
• Stationary distribution of reflected O-U process with two-sided barriers (Q1003418) (← links)
• Drift control of international reserves (Q1027411) (← links)
• Asymptotic behaviour of the trajectory fitting estimator for reflected Ornstein-Uhlenbeck processes (Q1721911) (← links)
• An approximating diffusion control problem for dynamic admission and service rate control in a $G/ M / N + G$ queue (Q1728348) (← links)
• International reserves and monetary policy (Q1934169) (← links)
• First passage times of reflected Ornstein-Uhlenbeck processes with two-sided jumps (Q1934375) (← links)
• Demand for cash with intra-period endogenous consumption (Q1994190) (← links)
• Singular control of the drift of a Brownian system (Q2238968) (← links)
• Controlled reflected SDEs and Neumann problem for backward SPDEs (Q2286452) (← links)
• Parameter estimation for generalized diffusion processes with reflected boundary (Q2628921) (← links)
• Dynamic power control in a fading downlink channel subject to an energy constraint (Q2641950) (← links)
• The first passage time on the (reflected) Brownian motion with broken drift hitting a random boundary (Q2658013) (← links)
• A general lower bound of parameter estimation for reflected Ornstein–Uhlenbeck processes (Q2804409) (← links)
• First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries (Q3094688) (← links)
• Some integral functionals of reflected SDEs and their applications in finance (Q3169213) (← links)
• Solving the drift control problem (Q3466714) (← links)
• Optimal Control of a Stochastic Processing System Driven by a Fractional Brownian Motion Input (Q3566398) (← links)
• INTERNATIONAL RESERVE MANAGEMENT: A DRIFT‐SWITCHING REFLECTED JUMP‐DIFFUSION MODEL (Q4635046) (← links)
• Optimal Drift Rate Control and Impulse Control for a Stochastic Inventory/Production System (Q4643310) (← links)
• Average Cost Brownian Drift Control with Proportional Changeover Costs (Q5084489) (← links)
• Dynamic Volunteer Staffing in Multicrop Gleaning Operations (Q5126602) (← links)
• The economic average cost Brownian control problem (Q5203901) (← links)
• On pricing barrier control in a regime-switching regulated market (Q5234307) (← links)
• Admission control for a multi-server queue with abandonment (Q5962129) (← links)
• Multiclass state‐dependent service systems with returns (Q6052609) (← links)
• Maximum likelihood estimation for the reflected stochastic linear system with a large signal (Q6137366) (← links)
• A diffusion model of dynamic participant inflow management (Q6669140) (← links)