Stochastic Target Problem With Jump Diffusion.
Title: | Stochastic Target Problem With Jump Diffusion. |
Author: | Shih, Robert |
Advisors: | Negash Medhin, Chair Thom Hodgson, Member Min Kang, Member Tao Pang, Member |
Date: | 2011-12-08 |
Degree: | Doctor of Philosophy |
Discipline: | Operations Research |
URI: | http://www.lib.ncsu.edu/resolver/1840.16/7445 |
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