A single-level control in Moran's problem with feedback
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Publication:786779
DOI10.1016/0167-6377(83)90058-5zbMath0527.93064MaRDI QIDQ786779
Publication date: 1983
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6377(83)90058-5
60E07: Infinitely divisible distributions; stable distributions
60G10: Stationary stochastic processes
90B15: Stochastic network models in operations research
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
93E20: Optimal stochastic control
60K30: Applications of queueing theory (congestion, allocation, storage, traffic, etc.)
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