"Impulse Control of Brownian Motion."

J. Michael Harrison, Thomas M. Sellke, Allison James Taylor (1983)

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DOI: 10.1287/MOOR.8.3.454

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type: Journal Article

metadata version: 2024-11-04

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J. Michael Harrison, Thomas M. Sellke, Allison James Taylor:
Impulse Control of Brownian Motion. Math. Oper. Res. 8(3): 454-466 (1983)

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