OPTIMAL SWITCHING BETWEEN A PAIR OF BROWNIAN MOTIONS

被引：0
|
作者：
VANDERBEI, RJ [1 ]
机构：
[1] AT&T BELL LABS,MURRAY HILL,NJ 07974
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1987年 / 26卷 / 02期
关键词：
D O I：
10.1016/0304-4149(87)90092-5
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：196 / 197
页数：2
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