Optimal control of a Brownian storage system

DOI10.1016/0304-4149(78)90059-5zbMath0372.60116OpenAlexW2064762500MaRDI QIDQ1243994

J. Michael Harrison, Allison J. Taylor

Publication date: 1978

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(78)90059-5

Mathematics Subject Classification ID

Brownian motion (60J65) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

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