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

arXiv: https://arxiv.org/abs/2312.11823 · HTML: https://mlsanity.com/paper/2312.11823/

## Key facts

- Cited by 4 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 19 Dec 2023.

## Built on by (most cited first, 4 of 4)

- [Exploratory Optimal Stopping: A Singular Control Formulation](https://mlsanity.com/paper/2408.09335/) (2024)
- [Language Model Prompt Selection via Simulation Optimization](https://mlsanity.com/paper/2404.08164/) (2024)
- [Reinforcement Learning in Real Option Models](https://mlsanity.com/paper/2602.15643/) (2026)
- [Deep Learning Method for Stationary Distribution of Reflected Brownian Motion](https://mlsanity.com/paper/2607.08091/) (2026)

## Abstract (arXiv)

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.