A characterization of the reflected quasipotential
DOI10.1007/S00245-014-9286-9zbMATH Open1332.49031OpenAlexW1979382582MaRDI QIDQ901246FDOQ901246
Martin V. Day, Kasie G. Farlow
Publication date: 23 December 2015
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00245-014-9286-9
dynamic programmingqueueing theoryreflected Brownian motionHamilton-Jacobi equationlarge deviation rate functionreflected quasipotentialSkorokhod map
Large deviations (60F10) Queueing theory (aspects of probability theory) (60K25) Brownian motion (60J65) Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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