A system of functional-differential equations associated with the optimal detection problem for jump-times of a Poisson process (Q1270301): Difference between revisions
From MaRDI portal
Removed claim: reviewed by (P1447): Item:Q260735 |
Set profile property. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / reviewed by | |||
| Property / reviewed by: Wilfried Grecksch / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 03:46, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A system of functional-differential equations associated with the optimal detection problem for jump-times of a Poisson process |
scientific article |
Statements
A system of functional-differential equations associated with the optimal detection problem for jump-times of a Poisson process (English)
0 references
2 August 1999
0 references
The value function of the optimal detection problem for jump-times of a Poisson process states a system of functional-differential equations with delays. The asymptotics of the solutions, explicit solution formulas for the global solutions, the fundamental solutions and the homogeneous equations are considered.
0 references
Bellman equation
0 references
optimal detection of jump times
0 references
functional-differential equation
0 references
