dalang.vinckenbosch:14:optimal¶
BibTeX Entry:
@article{dalang.vinckenbosch:14:optimal,
author = {Dalang, Robert C. and Vinckenbosch, Laura},
doi = {10.1016/j.spa.2014.07.016},
fjournal = {Stochastic Processes and their Applications},
issn = {0304-4149},
journal = {Stochastic Process. Appl.},
mrclass = {93E20 (60G40 60J65)},
mrnumber = {3264439},
mrreviewer = {Giorgio Ferrari},
number = {12},
pages = {4050--4079},
title = {Optimal expulsion and optimal confinement of a {B}rownian particle with a switching cost},
url = {https://doi.org/10.1016/j.spa.2014.07.016},
volume = {124},
year = {2014}
}