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Drift Control of High-Dimensional Reflected Brownian Motion: A Computational Method Based on Neural Networks
- GSB Authors: J Harrison
- Date: 2024-09-19
- Publication Type: Articles
- Publication: Stochastic Systems
Singular Control of (Reflected) Brownian Motion: A Computational Method Suitable for Queueing Applications
- GSB Authors: J Harrison
- Date: 2024-05-17
- Publication Type: Articles
- Publication: Queueing Systems
Reflected Brownian Motion in the Quarter Plane: An Equivalence Based on Time Reversal
- GSB Authors: J Harrison
- Date: 2021-12-13
- Publication Type: Articles
- Publication: Stochastic Processes and their Applications
Investment Timing with Incomplete Information and Multiple Means of Learning
- GSB Authors: J Harrison
- Date: 2015-02-19
- Publication Type: Articles
- Publication: Operations Research
Bayesian Dynamic Pricing Policies: Learning and Earning Under a Binary Prior Distribution
- GSB Authors: J Harrison
- Date: 2011-10-14
- Publication Type: Articles
- Publication: Management Science