most citedOptimal control of a stochastic network driven by a fractional Brownian motion input

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math.PR2008★ 2 cited

Optimal control of a stochastic network driven by a fractional Brownian motion input

Arka P. Ghosh, Alexander Roitershtein, Ananda Weerasinghe

We consider a stochastic control model driven by a fractional Brownian motion. This model is a formal approximation to a queueing network with an on-off input process. We study sto…