Workload reduction of a generalized Brownian network (Q2496491)
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scientific article
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| English | Workload reduction of a generalized Brownian network |
scientific article |
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Workload reduction of a generalized Brownian network (English)
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10 July 2006
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stochastic control
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singular control
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Brownian network model
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reflected Brownian motion
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no-arbitrage
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state space collapse
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continuous selection
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0.8238993883132935
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0.8076947927474976
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0.8073185682296753
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0.7949942946434021
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0.7892180681228638
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