Sequential tracking of an unobservable two-state Markov process under Brownian noise (Q4987187)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7341195
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Sequential tracking of an unobservable two-state Markov process under Brownian noise |
scientific article; zbMATH DE number 7341195 |
Statements
Sequential tracking of an unobservable two-state Markov process under Brownian noise (English)
0 references
29 April 2021
0 references
change point detection
0 references
optimal stopping
0 references
optimal switching
0 references
sequential tracking
0 references
0 references
0.7369955778121948
0 references
0.7346639037132263
0 references
0.734548807144165
0 references
