Construction of Asymptotically Optimal Control for a Stochastic Network from a Free Boundary Problem (Q2974619)
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English | Construction of Asymptotically Optimal Control for a Stochastic Network from a Free Boundary Problem |
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10 April 2017
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stochastic networks
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crisscross networks
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dynamic control
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heavy traffic
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diffusion approximations
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Brownian control problems
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singular control problems
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reflected Brownian motions
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free boundary problems
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threshold policies
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large deviations
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math.PR
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Construction of asymptotically optimal control for crisscross network from a free boundary problem (English)
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