2 papers
math.OC2026
Long-Time Behaviors of Stochastic Linear-Quadratic Optimal Control Problems
Jiamin Jian, Sixian Jin, Qingshuo Song +1
This paper investigates the asymptotic behavior of the solution to a linear-quadratic stochastic optimal control problems. The so-called probability cell problem is introduced the…
math.PR2025
The Stationary Behavior of Reflecting Coupled Brownian Motions with Applications to Shortest Remaining Processing Time Queues
Sixian Jin, Marvin Pena, Amber L. Puha
With the objective of characterizing the stationary behavior of the scaling limit for shortest remaining processing time (SRPT) queues with a heavy-tailed processing time distribut…