On the martingale and free-boundary approaches in sequential detection problems with exponential penalty for delay (Q2811111)
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scientific article; zbMATH DE number 6591428
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| English | On the martingale and free-boundary approaches in sequential detection problems with exponential penalty for delay |
scientific article; zbMATH DE number 6591428 |
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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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0.8977055
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0.89265156
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0.85757816
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0.84078723
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