The economic average cost Brownian control problem

DOI10.1017/APR.2019.12MaRDI QIDQ5203901zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

singular controlBrownian control problemoptimal buffer sizeoptimal rate control

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Queues and service in operations research (90B22) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Inventory, storage, reservoirs (90B05)

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Cites work

• scientific article; zbMATH DE number 4078444 (Why is no real title available?)
• scientific article; zbMATH DE number 1834045 (Why is no real title available?)
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• Impulse Control of Brownian Motion
• Instantaneous Control of Brownian Motion
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• On the Lambert \(w\) function
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• Optimal buffer size and dynamic rate control for a queueing system with impatient customers in heavy traffic
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• Solving the drift control problem
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Cited in

(4)

• Average cost Brownian drift control with proportional changeover costs
• A control of a brownian storage system with two switcnover drifts
• Drift rate control of a Brownian processing system
• Solving the drift control problem

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