Controlling the Running Maximum of a Diffusion Process and an Application to Queueing Systems
Author:
Funder
Simons Foundation
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
https://epubs.siam.org/doi/pdf/10.1137/17M1135967
Reference31 articles.
1. Dynamic Control of a Multiclass Queue with Thin Arrival Streams
2. Scheduling control for queueing systems with many servers: Asymptotic optimality in heavy traffic
3. Scheduling a multi class queue with many exponential servers: asymptotic optimality in heavy traffic
4. A continuous time inventory model
5. Optimal inventory control with shrinkage and observed sales
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