Linear programming and the inverse method of images
Journal Article
The inverse method of images is a relatively easy way to find approximate solutions to first-passage time problems. We extend the method in several ways: We use a linear program instead of a system of linear equations; we utilize asymptotic information in addition to values at finite points; and we use a larger palette of approximating functions. These techniques enhance the scope, flexibility and accuracy of the method. © 2012 Springer Science+Business Media New York.
Full Text
Duke Authors
Cited Authors
- Zipkin, P
Published Date
- 2012
Published In
Start / End Page
- 1 - 17
International Standard Serial Number (ISSN)
- 0254-5330
Digital Object Identifier (DOI)
- 10.1007/s10479-012-1249-4