activity
20052008
most citedDiffusion approximations for controlled stochastic networks: An asymptotic bound for the value function

52 citations · 88 across the 4 of their papers we have counts for

collaborators
Showing 2008Show all

1 paper · 1 filter

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…