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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Jang, BG | - |
| dc.contributor.author | Shim, G | - |
| dc.date.accessioned | 2016-04-01T01:23:03Z | - |
| dc.date.available | 2016-04-01T01:23:03Z | - |
| dc.date.created | 2009-02-28 | - |
| dc.date.issued | 2008-03 | - |
| dc.identifier.issn | 0167-6377 | - |
| dc.identifier.other | 2008-OAK-0000007688 | - |
| dc.identifier.uri | https://oasis.postech.ac.kr/handle/2014.oak/22808 | - |
| dc.description.abstract | This paper provides steady-state analysis of a reflected diffusion process governed by a regime-switching environment. We characterize differential equations satisfied by the limiting densities for overlapped and non-overlapped cases of reflecting boundary positions. Also we provide closed-form solutions for some specific cases and propose numerical methods for general cases. (C) 2007 Elsevier B.V. All rights reserved. | - |
| dc.description.statementofresponsibility | X | - |
| dc.language | English | - |
| dc.publisher | ELSEVIER SCIENCE BV | - |
| dc.relation.isPartOf | OPERATIONS RESEARCH LETTERS | - |
| dc.subject | Brownian motion | - |
| dc.subject | diffusion process | - |
| dc.subject | reflecting boundary | - |
| dc.subject | random environment | - |
| dc.subject | steady-state density | - |
| dc.subject | fluid flow model | - |
| dc.subject | BROWNIAN-MOTION | - |
| dc.title | A REFLECTED DIFFUSION PROCESS IN A REGIME-SWITCHING ENVIRONMENT | - |
| dc.type | Article | - |
| dc.contributor.college | 산업경영공학과 | - |
| dc.identifier.doi | 10.1016/J.ORL.2007.0 | - |
| dc.author.google | Jang, Bong-Gyu | - |
| dc.author.google | Shim, Gyoocheol | - |
| dc.relation.volume | 36 | - |
| dc.relation.issue | 2 | - |
| dc.relation.startpage | 177 | - |
| dc.relation.lastpage | 183 | - |
| dc.contributor.id | 10058545 | - |
| dc.relation.journal | OPERATIONS RESEARCH LETTERS | - |
| dc.relation.index | SCI급, SCOPUS 등재논문 | - |
| dc.relation.sci | SCI | - |
| dc.collections.name | Journal Papers | - |
| dc.type.rims | ART | - |
| dc.identifier.bibliographicCitation | OPERATIONS RESEARCH LETTERS, v.36, no.2, pp.177 - 183 | - |
| dc.identifier.wosid | 000255111800008 | - |
| dc.date.tcdate | 2019-01-01 | - |
| dc.citation.endPage | 183 | - |
| dc.citation.number | 2 | - |
| dc.citation.startPage | 177 | - |
| dc.citation.title | OPERATIONS RESEARCH LETTERS | - |
| dc.citation.volume | 36 | - |
| dc.contributor.affiliatedAuthor | Jang, BG | - |
| dc.description.journalClass | 1 | - |
| dc.description.journalClass | 1 | - |
| dc.description.wostc | 1 | - |
| dc.type.docType | Article | - |
| dc.subject.keywordAuthor | Brownian motion | - |
| dc.subject.keywordAuthor | diffusion process | - |
| dc.subject.keywordAuthor | reflecting boundary | - |
| dc.subject.keywordAuthor | random environment | - |
| dc.subject.keywordAuthor | steady-state density | - |
| dc.subject.keywordAuthor | fluid flow model | - |
| dc.relation.journalWebOfScienceCategory | Operations Research & Management Science | - |
| dc.description.journalRegisteredClass | scie | - |
| dc.description.journalRegisteredClass | scopus | - |
| dc.relation.journalResearchArea | Operations Research & Management Science | - |
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- 장봉규JANG, BONG GYU
- Dept. of Industrial & Management Eng.