Construction of Asymptotically Optimal Control for a Stochastic Network from a Free Boundary Problem (Q2974619)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Construction of Asymptotically Optimal Control for a Stochastic Network from a Free Boundary Problem
scientific article

    Statements

    0 references
    0 references
    0 references
    10 April 2017
    0 references
    stochastic networks
    0 references
    crisscross networks
    0 references
    dynamic control
    0 references
    heavy traffic
    0 references
    diffusion approximations
    0 references
    Brownian control problems
    0 references
    singular control problems
    0 references
    reflected Brownian motions
    0 references
    free boundary problems
    0 references
    threshold policies
    0 references
    large deviations
    0 references
    math.PR
    0 references
    Construction of asymptotically optimal control for crisscross network from a free boundary problem (English)
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references