Compound Poisson Disorder Problems with Nonlinear Detection Delay Penalty Cost Functions (Q3578023)

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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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