IMPULSE CONTROL OF BROWNIAN-MOTION

被引：136

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 50 条

[21] MEMORY OF BROWNIAN-MOTION
OTT, TJ
[J]. OPERATIONS RESEARCH, 1975, 23 : B434 - B434
[22] THE CASE OF BROWNIAN-MOTION
MAIOCCHI, R
[J]. BRITISH JOURNAL FOR THE HISTORY OF SCIENCE, 1990, 23 (78): : 257 - 283
[23] THE INTEGRAL OF BROWNIAN-MOTION
LACHAL, A
[J]. JOURNAL OF APPLIED PROBABILITY, 1993, 30 (01) : 17 - 27
[24] ON SKEW BROWNIAN-MOTION
HARRISON, JM
SHEPP, LA
[J]. ANNALS OF PROBABILITY, 1981, 9 (02): : 309 - 313
[25] BROWNIAN-MOTION AND MAGNETISM
SINHA, S
SAMUEL, J
[J]. PHYSICAL REVIEW B, 1994, 50 (18): : 13871 - 13874
[26] QUANTUM BROWNIAN-MOTION
TALKNER, P
GRABERT, H
[J]. HELVETICA PHYSICA ACTA, 1982, 55 (05): : 620 - 620
[27] EMBEDDINGS IN BROWNIAN-MOTION
CHACON, RV
GHOUSSOUB, NA
[J]. ANNALES DE L INSTITUT HENRI POINCARE SECTION B-CALCUL DES PROBABILITES ET STATISTIQUE, 1979, 15 (03): : 287 - 292
[28] BROWNIAN-MOTION ON A MANIFOLD
VANKAMPEN, NG
[J]. JOURNAL OF STATISTICAL PHYSICS, 1986, 44 (1-2) : 1 - 24
[29] ON ISOSETS OF BROWNIAN-MOTION
DELEEUW, SW
KALIA, RK
VASHISHTA, P
[J]. SOLID STATE COMMUNICATIONS, 1986, 57 (09) : 749 - 752
[30] NONLINEAR BROWNIAN-MOTION
KLIMONTOVICH, YL
[J]. USPEKHI FIZICHESKIKH NAUK, 1994, 164 (08): : 811 - 844