A collocation method for the sequential testing of a gamma process (Q3448723)

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scientific article; zbMATH DE number 6498524
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    A collocation method for the sequential testing of a gamma process
    scientific article; zbMATH DE number 6498524

      Statements

      A Collocation Method for the Sequential Testing of a Gamma Process (English)
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      26 October 2015
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      bayes decision rule
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      Chebyshev polynomials
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      collocation method
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      free-boundary problem
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      gamma process
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      optimal stopping
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      sequential testing
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      smooth and continuous fit principles
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