A LINEAR PROGRAMMING APPROACH TO THE STEADY-STATE ANALYSIS OF REFLECTED BROWNIAN MOTION (Q2746225)
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scientific article; zbMATH DE number 1655684
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A LINEAR PROGRAMMING APPROACH TO THE STEADY-STATE ANALYSIS OF REFLECTED BROWNIAN MOTION |
scientific article; zbMATH DE number 1655684 |
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A LINEAR PROGRAMMING APPROACH TO THE STEADY-STATE ANALYSIS OF REFLECTED BROWNIAN MOTION (English)
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7 April 2002
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Brownian motion
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reflection matrix
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invariant probability measure
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algorithm
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0.90026295
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0.88565254
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0.86370134
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0.85585284
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0.8530885
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