IMPULSE CONTROL OF BROWNIAN-MOTION

被引：137

作者：

HARRISON, JM ^{[1
]}

SELLKE, TM ^{[1
]}

TAYLOR, AJ ^{[1
]}

机构：

[1] QUEENS UNIV,SCH BUSINESS,KINGSTON K7L 3N6,ONTARIO,CANADA

来源：

关键词：

D O I：

10.1287/moor.8.3.454

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

引用

页码：454 / 466

页数：13

共 8 条

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[4] NEW METHODS OF IMPULSE CONTROL
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[5] EXISTENCE OF OPTIMAL SIMPLE POLICIES FOR DISCOUNTED-COST INVENTORY AND CASH MANAGEMENT IN CONTINUOUS TIME
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RICHARD, SF
[J]. OPERATIONS RESEARCH, 1978, 26 (04) : 620 - 636
[6] Harrison J. M., 1978, Stochastic Processes & their Applications, V6, P179, DOI 10.1016/0304-4149(78)90059-5
[7] HARRISON JM, 1981, MATH OPER RES, V8, P439
[8] MEYER PA, 1976, LECTURE NOTES MATH, V511