A LINEAR PROGRAMMING APPROACH TO THE STEADY-STATE ANALYSIS OF REFLECTED BROWNIAN MOTION
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Publication:2746225
DOI10.1081/STM-100002277zbMath0982.62071MaRDI QIDQ2746225
Publication date: 7 April 2002
Published in: Stochastic Models (Search for Journal in Brave)
Density estimation (62G07) Markov processes: estimation; hidden Markov models (62M05) Applications of mathematical programming (90C90) Linear programming (90C05)
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