Optimal switching between a pair of Brownian motions

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

@article{5c145c46f0e2477293252c6fbba0ec05,

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",

journal = "Stochastic Processes and their Applications",

issn = "0304-4149",

publisher = "Elsevier B.V.",

number = "C",

}

TY - JOUR

T1 - Optimal switching between a pair of Brownian motions

AU - Vanderbei, R. J.

PY - 1987

Y1 - 1987

UR - https://www.scopus.com/pages/publications/45949121415

UR - https://www.scopus.com/pages/publications/45949121415#tab=citedBy

U2 - 10.1016/0304-4149(87)90092-5

DO - 10.1016/0304-4149(87)90092-5

M3 - Article

AN - SCOPUS:45949121415

SN - 0304-4149

VL - 26

SP - 196

EP - 197

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

IS - C

ER -