"Singular control of (reflected) Brownian motion: a computational method ..."

Baris Ata, J. Michael Harrison, Nian Si (2024)

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DOI: 10.1007/S11134-024-09910-5

access: open

type: Journal Article

metadata version: 2024-12-09

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Baris Ata, J. Michael Harrison, Nian Si:
Singular control of (reflected) Brownian motion: a computational method suitable for queueing applications. Queueing Syst. Theory Appl. 108(3): 215-251 (2024)

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