拡散過程の生存確率に対する半正定値計画を用いた数値計算手法

Publication Information

Title

Japanese:	拡散過程の生存確率に対する半正定値計画を用いた数値計算手法
English:	A numerical method for survival probability of diffusion processes using semidefinite programming

Author

Japanese:	鈴木健太郎, 三好直人, 小島政和.
English:	Kentaro Suzuki, Naoto Miyoshi, Masakazu Kojima.

Language

Japanese

Journal/Book name

Japanese:	日本オペレーションズ・リサーチ学会和文論文誌
English:	Transactions of the Operations Research Society of Japan

Volume, Number, Page

vol. 51 pp. 25-43

Published date

Dec. 2008

Publisher

Japanese:
English:

Conference name

Japanese:
English:

Conference site

Japanese:
English:

DOI