Baurdoux, Erik J.
- Optimality of doubly reflected Levy processes in singular control
2014/08/05 by Erik J. Baurdoux, Baurdoux, Erik J., Kazutoshi Yamazaki +1 · 2 citations
Business, Management and Accounting · Decision Sciences · Economics, Econometrics and Finance · #49J40 #60G51 #93E20 #Advanced Queuing Theory Analysis #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications