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Construction of Asymptotically Optimal Control for a Stochastic Network from a Free Boundary Problem - MaRDI portal

Construction of Asymptotically Optimal Control for a Stochastic Network from a Free Boundary Problem (Q2974619)

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Construction of Asymptotically Optimal Control for a Stochastic Network from a Free Boundary Problem
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    10 April 2017
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    stochastic networks
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    crisscross networks
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    dynamic control
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    heavy traffic
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    diffusion approximations
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    Brownian control problems
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    singular control problems
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    reflected Brownian motions
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    free boundary problems
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    threshold policies
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    large deviations
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    math.PR
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    Construction of asymptotically optimal control for crisscross network from a free boundary problem (English)
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