Optimal Control of a Stochastic Processing System Driven by a Fractional Brownian Motion Input (Q3566398)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Control of a Stochastic Processing System Driven by a Fractional Brownian Motion Input |
scientific article |
Statements
Optimal Control of a Stochastic Processing System Driven by a Fractional Brownian Motion Input (English)
0 references
7 June 2010
0 references
Stochastic control
0 references
controlled queueing network
0 references
heavy traffic analysis
0 references
fractional Brownian motion
0 references
self-similarity
0 references
long-range dependence
0 references
0 references
0 references
0 references
0 references
