The economic average cost Brownian control problem
DOI10.1017/APR.2019.12zbMATH Open1427.60172OpenAlexW2963146329MaRDI QIDQ5203901FDOQ5203901
Authors: Melda Örmeci Matoğlu, John H. Vande Vate, Haiyue Yu 
Publication date: 9 December 2019
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/apr.2019.12
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- Brownian models of open queueing networks with homogeneous customer populations∗
- Drift Control with Changeover Costs
- Drift rate control of a Brownian processing system
- Optimal buffer size and dynamic rate control for a queueing system with impatient customers in heavy traffic
- Optimal buffer size for a stochastic processing network in heavy traffic
- Multidimensional reflected Brownian motions having exponential stationary distributions
- Switching and impulsive control of a reflected diffusion
- The Optimal Policy for a Controlled Brownian Motion Process
- Optimal Control of a Brownian Motion
- Instantaneous Control of Brownian Motion
- A diffusion model for the control of a dam
- A control of a brownian storage system with two switcnover drifts
- Solving the drift control problem
- A Method for Computing Double Band Policies for Switching between Two Diffusions
Cited In (4)
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