OPTIMAL CONTROL OF A STOCHASTIC PROCESSING SYSTEM DRIVEN BY...

Advances in Applied Probability 2010 / 03 Vol. 42; Iss. 1

OPTIMAL CONTROL OF A STOCHASTIC PROCESSING SYSTEM DRIVEN BY A FRACTIONAL BROWNIAN MOTION INPUT

ARKA P. GHOSH, ALEXANDER ROITERSHTEIN and ANANDA WEERASINGHE
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Volume:
42
Language:
english
Journal:
Advances in Applied Probability
DOI:
10.2307/25683812
Date:
March, 2010
File:
PDF, 1.85 MB
english, 2010
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