paper-with-me

홈 › Papers

Singular Control of (Reflected) Brownian Motion: A Computational Method Suitable for Queueing Applications

2023-12-19 · 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. The original problem is approximated by a drift control problem, to which we apply a recently developed computational method that is feasible for dimensions up to d=30 or more. To show that nearly optimal solutions are obtainable using this method, we present computational results for a variety of examples, including queueing network examples that have appeared previously in the literature.

📄 PDF Abstract BibTeX arXiv:2312.11823

Code (1)

nian-si/singularcontrol 공식 구현 tf

Similar Papers 제목 키워드 기반

Arbitrage Problems with Reflected Geometric Brownian Motion

2022-01-14 · Dean Buckner, Kevin Dowd, Hardy Hulley

Contrary to the claims made by several authors, a financial market model in which the price of a risky security follows a reflected geometric Brownian motion is not arbitrage-free. In fact, such models violate even the w…

Metropolis Sampling for Constrained Diffusion Models

2023-07-11 · NeurIPS 2023 11

Denoising diffusion models have recently emerged as the predominant paradigm for generative modelling on image domains. In addition, their extension to Riemannian manifolds has facilitated a range of applications across …

Computational EfficiencyDenoisingProtein Designvalid

Singular Control in a Cash Management Model with Ambiguity

2023-09-21 · Arnon Archankul, Giorgio Ferrari, Tobias Hellmann, Jacco J. J. Thijssen

We consider a singular control model of cash reserve management, driven by a diffusion under ambiguity. The manager is assumed to have maxmin preferences over a set of priors characterized by $\kappa$-ignorance. A verifi…

Management

An Empirical Implementation of the Shadow Riskless Rate

2024-11-11 · Davide Lauria, Jiho Park, Yuan Hu, W. Brent Lindquist 외

We address the problem of asset pricing in a market where there is no risky asset. Previous work developed a theoretical model for a shadow riskless rate (SRR) for such a market in terms of the drift component of the sta…

Descriptive

Drift Control of High-Dimensional RBM: A Computational Method Based on Neural Networks

2023-09-20 · 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. The controlled process $Z$ evolves as a reflected Brownian motion whose co…