STOCHASTIC OPTIMAL CONTROL OF ATO SYSTEMS WITH BATCH ARRIVALS VIA DIFFUSION APPROXIMATION

DOI10.1017/S0269964807000095MaRDI QIDQ5422223zbMATH OpenOpenAlexFDO

Authors Qian Jiang, Wanyang Dai

Publication date 26 October 2007

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0269964807000095

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Inventory, storage, reservoirs (90B05) Optimal stochastic control (93E20)

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