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

Ghosh, Arka P., Roitershtein, Alexander, Weerasinghe, Ananda
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Volume:
42
Language:
english
Journal:
Advances in Applied Probability
DOI:
10.1017/s0001867800003967
Date:
March, 2010
File:
PDF, 236 KB
english, 2010
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