Controlled Diffusion Approximations for Controlled Queueing Systems

Abstract

Four problem areas were studied. These are: (1) controlled heavy traffic queueing systems, (2) queueing systems with due dates, (3) backward-forward stochastic differential equations, and (4) Ginzburg-Landau equations and evolving interfaces. In areas (1) and (2), diffusion approximations were obtained for queues in heavy traffic. In (3), connections were established between quasi-linear partial differential equations and diffusion processes constructed via a new class of stochastic differential equations. Finally, (4) provides a study of the partial differential equation characterizing vortices in superconducting material in three dimensions.

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1998
Accession Number
ADA358081

Entities

People

  • H. M. Soner
  • Steven E. Shreve

Organizations

  • Carnegie Mellon University

Tags

DTIC Thesaurus Topics

  • Differential Equations
  • Diffusion
  • Equations
  • Lead Time
  • Magnetic Fields
  • Markov Processes
  • Materials
  • Mathematical Analysis
  • Mathematics
  • Military Research
  • Partial Differential Equations
  • Real Variables

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Mathematical Modeling and Probability Theory.
  • Superconducting Magnet Technology