OPTIMAL SWITCHING BETWEEN A PAIR OF BROWNIAN MOTIONS

成果类型:
Article
署名作者:
MANDELBAUM, A; SHEPP, LA; VANDERBEI, RJ
署名单位:
Nokia Corporation; Nokia Bell Labs; AT&T
刊物名称:
ANNALS OF PROBABILITY
ISSN/ISSBN:
0091-1798
DOI:
10.1214/aop/1176990734
发表日期:
1990
页码:
1010-1033
关键词: