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Optimal Control of a Brownian Motion
3 references·2 citing·21 second hop
Optimal Control of a Brownian Motion (1978)Optimal Control of a Brownian MotionThe Optimal Policy for a Controlled Brownian Motion Process (1977)The Optimal Policy for a Cont…A continuous time inventory model (1966)A continuous time inventory m…Control Charts and the Minimization of Costs (1963)Control Charts and the Minimi…Expanding Service Capabilities Through an On-Demand Workforce (2023)Expanding Service Capabilitie…Solving the Drift Control Problem (2015)Solving the Drift Control Pro…A Bayes Approach to a Quality Control Model (1952)CONTINUOUS INSPECTION SCHEMES (1954)Control Charts and Stochastic Processes (1959)A Comparison of Some Control Chart Procedures (1966)The Economic Design of Control Charts: A Review and Literature Survey (1980)Sequential Changepoint Detection in Quality Control and Dynamical Systems (1995)Brownian Motion and Stochastic Flow Systems. (1987)Numerical Methods for Stochastic Control Problems in Continuous Time (1990)Stochastic Integration and Differential Equations (2005)Optimal Inventory Policy (1951)Studies in the Mathematical Theory of Inventory and Production (1960)Heavy Traffic Limit Theorems for Queues: A Survey (1974)Additive Control of Stochastic Linear Systems with Finite Horizon (1985)Kinked Adjustment Costs and Aggregate Dynamics (1990)Heavy-Traffic Limits for Queues with Many Exponential Servers (1981)The power of two choices in randomized load balancing (2001)Telephone Call Centers: Tutorial, Review, and Research Prospects (2003)Asymptotically optimal energy consumption and inventory control in a make-to-stock manufacturing system (2024)Some solvable stochastic control problemst† (1980)A Perpetual Race to Stay Ahead (2004)Drift Control with Changeover Costs (2011)
this work references cited by second hop

References

  • 1966A continuous time inventory model131 cited
  • 1963Control Charts and the Minimization of Costs121 cited
  • 1977The Optimal Policy for a Controlled Brownian Motion Process21 cited

Cited by

  • 2023Expanding Service Capabilities Through an On-Demand Workforce11 cited
  • 2015Solving the Drift Control Problem10 cited

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