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Topic: Regulated Brownian Motion/S,s Models
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Mark Patrick Witte

Posts: 22
Registered: 12/7/04
Regulated Brownian Motion/S,s Models
Posted: Jul 11, 1996 2:32 AM
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Can anyone give me a good reference for solving problems
with controlled Brownian-motion with discrete adjustment?
I am interested in finding values for the levels of the
(in this case two) adjustment bands and the optimal point to
go to after adjustment as a function of the discrete adjustment
cost, and the rate of drift and variance of the process.

Thank you.



Mark Witte
Graduate Student in Economics
Northwestern University







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