Controlling the running maximum of a diffusion process and an application to queueing systems (Q4634648)
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scientific article; zbMATH DE number 6858097
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| English | Controlling the running maximum of a diffusion process and an application to queueing systems |
scientific article; zbMATH DE number 6858097 |
Statements
Controlling the Running Maximum of a Diffusion Process and an Application to Queueing Systems (English)
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11 April 2018
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diffusion processes
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Ornstein-Uhlenbeck process
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running maximum
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HJB equation
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infinite-server processing systems
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0.8168107867240906
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0.7887423038482666
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0.7887423038482666
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0.7849212288856506
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0.7837017774581909
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