On the martingale and free-boundary approaches in sequential detection problems with exponential penalty for delay (Q2811111)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the martingale and free-boundary approaches in sequential detection problems with exponential penalty for delay |
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On the martingale and free-boundary approaches in sequential detection problems with exponential penalty for delay (English)
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10 June 2016
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optimal stopping
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sequential detection and disorder problems
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free-boundary problem
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martingale approach of Beibel
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