OPTIMAL CONSUMPTION FOR GENERAL DIFFUSIONS WITH ABSORBING AND REFLECTING BARRIERS

被引：138

作者：

SHREVE, SE

LEHOCZKY, JP

GAVER, DP

机构：

[1] USN,POSTGRAD SCH,DEPT OPERAT RES,MONTEREY,CA 93940

[2] CARNEGIE MELLON UNIV,DEPT STAT,PITTSBURGH,PA 15213

来源：

关键词：

D O I：

10.1137/0322005

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：55 / 75

页数：21

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