1 code implementation • 19 Dec 2023 • Baris Ata, J. Michael Harrison, Nian Si
Motivated by applications in queueing theory, we consider a class of singular stochastic control problems whose state space is the d-dimensional positive orthant.
1 code implementation • 20 Sep 2023 • Baris Ata, J. Michael Harrison, Nian Si
Motivated by applications in queueing theory, we consider a stochastic control problem whose state space is the $d$-dimensional positive orthant.
no code implementations • 14 Aug 2018 • Baris Ata, Alexandre Belloni, Ozan Candogan
A subset of the agents participate on a platform, and hence, are observable to it.
