A numerical method for reflected diffusions: Control of the reflection directions and applications
DOI10.1007/BF01187962zbMATH Open0843.93095OpenAlexW1977881368MaRDI QIDQ1909385FDOQ1909385
Authors: Harold J. Kushner 
Publication date: 15 August 1996
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01187962
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weak convergenceboundary controlnumerical methodoptimal controlreflected diffusionMarkov chain approximationheavy-trafficcontrolled networkreflection directions
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- A Numerical Method for Controlled Routing in Large Trunk Line Networks via Stochastic Control Theory
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