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

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页码：196 / 197

页数：2

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