Adaptive Poisson disorder problem (Q862204)

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Adaptive Poisson disorder problem
scientific article

    Statements

    title
    Adaptive Poisson disorder problem (English)
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    author
    Erhan Bayraktar
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    Savas Dayanik
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    Ioannis Karatzas
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    publication date
    5 February 2007
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    zbMATH Keywords
    Poisson disorder problem
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    quickest detection
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    optimal stopping
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    Identifiers

    Mathematics Subject Classification ID
    62L15
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    62M99
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    62L10
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    62C10
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    60G40
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    zbMATH DE Number
    5121981
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