Compound Poisson Disorder Problems with Nonlinear Detection Delay Penalty Cost Functions (Q3578023): Difference between revisions
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scientific article
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English | Compound Poisson Disorder Problems with Nonlinear Detection Delay Penalty Cost Functions |
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Compound Poisson Disorder Problems with Nonlinear Detection Delay Penalty Cost Functions (English)
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13 July 2010
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Bayesian sequential change detection
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compound Poisson disorder problem
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optimal stopping
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piecewise-deterministic Markov processes
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