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eess.SY2023
Singular Control of (Reflected) Brownian Motion: A Computational Method Suitable for Queueing Applications
Baris Ata, J. Michael Harrison, Nian Si
Motivated by applications in queueing theory, we consider a class of singular stochastic control problems whose state space is the d-dimensional positive orthant. The original prob…
eess.SY2023
Drift Control of High-Dimensional RBM: A Computational Method Based on Neural Networks
Baris Ata, J. Michael Harrison, Nian Si
Motivated by applications in queueing theory, we consider a stochastic control problem whose state space is the -dimensional positive orthant. The controlled process evolves…