Pages that link to "Item:Q1019610"
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The following pages link to Sequential tracking of a hidden Markov chain using point process observations (Q1019610):
Displaying 10 items.
- Exact and approximate hidden Markov chain filters based on discrete observations (Q293595) (← links)
- Optimal switching at Poisson random intervention times (Q316899) (← links)
- Optimal reinsurance and investment with unobservable claim size and intensity (Q743155) (← links)
- Inventory management with partially observed nonstationary demand (Q993707) (← links)
- Exploration and exhaustibility in dynamic Cournot games (Q2888859) (← links)
- OPTIMAL TRADE EXECUTION IN ILLIQUID MARKETS (Q3100751) (← links)
- On the Optimal Dividend Strategy in a Regime-Switching Diffusion Model (Q3167343) (← links)
- Bayesian Switching Multiple Disorder Problems (Q3186546) (← links)
- Bayesian Quickest Detection in Sensor Arrays (Q4650225) (← links)
- Sequential tracking of an unobservable two-state Markov process under Brownian noise (Q4987187) (← links)
