Book contents
- Frontmatter
- Contents
- Preface
- Guide to Notation and Terminology
- 1 Brownian Motion
- 2 Stochastic Storage Models
- 3 Further Analysis of Brownian Motion
- 4 Stochastic Calculus
- 5 Optimal Stopping of Brownian Motion
- 6 Reflected Brownian Motion
- 7 Optimal Control of Brownian Motion
- 8 Brownian Models of Dynamic Inference
- 9 Further Examples
- Appendix A Stochastic Processes
- Appendix B Real Analysis
- References
- Index
6 - Reflected Brownian Motion
Published online by Cambridge University Press: 05 December 2013
- Frontmatter
- Contents
- Preface
- Guide to Notation and Terminology
- 1 Brownian Motion
- 2 Stochastic Storage Models
- 3 Further Analysis of Brownian Motion
- 4 Stochastic Calculus
- 5 Optimal Stopping of Brownian Motion
- 6 Reflected Brownian Motion
- 7 Optimal Control of Brownian Motion
- 8 Brownian Models of Dynamic Inference
- 9 Further Examples
- Appendix A Stochastic Processes
- Appendix B Real Analysis
- References
- Index
Summary
- Type
- Chapter
- Information
- Brownian Models of Performance and Control , pp. 90 - 108Publisher: Cambridge University PressPrint publication year: 2013