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Singular control of (reflected) Brownian motion: a computational method suitable for queueing applications

Published Online: 2024-05-17

Published Print: 2024-12

Authors

Ata, Baris

Harrison, J. Michael

Si, Nian https://orcid.org/0000-0002-4730-543X
Funding

Funding for this research was provided by:

Hong Kong University of Science and Technology
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Text and Data Mining valid from 2024-05-17

Version of Record valid from 2024-05-17
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Article History

Received: 18 December 2023

Accepted: 24 April 2024

First Online: 17 May 2024

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