Controlling the Running Maximum of a Diffusion Process and an Application to Queueing Systems (Q4634648)
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scientific article; zbMATH DE number 6858097
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Controlling the Running Maximum of a Diffusion Process and an Application to Queueing Systems |
scientific article; zbMATH DE number 6858097 |
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Controlling the Running Maximum of a Diffusion Process and an Application to Queueing Systems (English)
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11 April 2018
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diffusion processes
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Ornstein-Uhlenbeck process
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running maximum
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HJB equation
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infinite-server processing systems
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