Linear programming and the inverse method of images

DOI10.1007/S10479-012-1249-4zbMATH Open1321.60159OpenAlexW2074779847MaRDI QIDQ378743FDOQ378743

Authors: Paul Zipkin 

Publication date: 12 November 2013

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-012-1249-4

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zbMATH Keywords

linear programmingdiffusion processesfirst-passage timesinverse method of images

Mathematics Subject Classification ID

Linear programming (90C05) Diffusion processes (60J60)

Cites Work

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Cited In (2)

• Uniqueness of first passage time distributions via Fredholm integral equations
• On the method of images and the asymptotic behavior of first-passage times

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