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Volumn 1, Issue , 2000, Pages 522-527
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A numerical method for solving singular Brownian control problems
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Author keywords
[No Author keywords available]
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Indexed keywords
APPROXIMATION THEORY;
BROWNIAN MOVEMENT;
FINITE ELEMENT METHOD;
ITERATIVE METHODS;
OPTIMAL CONTROL SYSTEMS;
PARTIAL DIFFERENTIAL EQUATIONS;
PROBLEM SOLVING;
QUEUEING NETWORKS;
QUEUEING THEORY;
BROWNIAN CONTROL PROBLEMS;
HAMILTON-JACOBI-BELLMAN EQUATIONS;
MULTICLASS QUEUEING NETWORKS;
CONTROL THEORY;
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EID: 0034439249
PISSN: 01912216
EISSN: None
Source Type: Journal
DOI: 10.1109/CDC.2000.912817 Document Type: Article |
Times cited : (4)
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References (9)
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