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The economic average cost Brownian control problem - MaRDI portal

The economic average cost Brownian control problem (Q5203901)

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scientific article; zbMATH DE number 7141395
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English
The economic average cost Brownian control problem
scientific article; zbMATH DE number 7141395

    Statements

    title
    The economic average cost Brownian control problem (English)
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    author
    Melda Örmeci Matoğlu
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    John H. Vande Vate
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    Haiyue Yu
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    publication date
    9 December 2019
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    zbMATH Keywords
    Brownian control problem
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    optimal rate control
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    optimal buffer size
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    singular control
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    Identifiers

    Mathematics Subject Classification ID
    60J70
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    90B05
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    90B22
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    68M20
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    zbMATH DE Number
    7141395
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    OpenAlex ID
    W2963146329
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    DOI
    10.1017/APR.2019.12
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