Wiley Encyclopedia of Operations Research and Management Science

Dieker, A. B. (2011). Wiley Encyclopedia of Operations Research and Management Science. Wiley.

Type

Book

Intellectual base

Textbook

Year

2011

DOI

10.1002/9780470400531.eorms0711

Link

https://doi.org/10.1002/9780470400531.eorms0711

Cited by

1 citation across 1 artifact.

Domain-specific

• Reflected Brownian motion
  • In an orthant, drift and covariance specify the unconstrained motion while a reflection matrix maps nondecreasing boundary local-time terms into inward displacement through the Skorokhod problem.

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