A broader view of Brownian networks (Q1425488)

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A broader view of Brownian networks
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    A broader view of Brownian networks (English)
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    21 March 2004
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    This article begins with an introduction to Brownian networks and stochastic system models and their application and importance to optimal control problems (Section 1). In the next section a generalized description is presented where the control for the Brownian network is not required to be monotone or of bounded variation, followed by an example of a static planning problem (Sections 2 and 3). In the sections that follow, a general stochastic processing network is proposed as a formal approximation of the heavy traffic parameter regime, and its properties are examined in detail. The article concludes with a discussion of the advantages of the proposed novel extension of Brownian networks.
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    stochastic processing networks
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    Brownian networks
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    heavy traffic
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    stochastic control
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