Optimal switching between a pair of Brownian motions

R. J. Vanderbei

Research output: Contribution to journal › Article › peer-review

Original language	English (US)
Pages (from-to)	196-197
Number of pages	2
Journal	Stochastic Processes and their Applications
Volume	26
Issue number	C
DOIs	https://doi.org/10.1016/0304-4149(87)90092-5
State	Published - 1987
Externally published	Yes

All Science Journal Classification (ASJC) codes

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title = "Optimal switching between a pair of Brownian motions",

author = "Vanderbei, {R. J.}",

year = "1987",

doi = "10.1016/0304-4149(87)90092-5",

language = "English (US)",

volume = "26",

pages = "196--197",

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AU - Vanderbei, R. J.

PY - 1987

Y1 - 1987

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SN - 0304-4149

VL - 26

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EP - 197

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

IS - C

ER -