On the Poisson disorder problem

DOI10.1080/00207727908941581MaRDI QIDQ3206817zbMATH OpenOpenAlexFDO

Authors K. H. Wickwire

Publication date 1979

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207727908941581

zbMATH Keywords

Markov stochastic processesPoisson disorder problemPoisson processes

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20)

Cites work

• Determination of the inter-spike times of neurons receiving randomly arriving post-synaptik potentials
• Doubly stochastic Poisson processes and process control
• scientific article; zbMATH DE number 3224065 (Why is no real title available?)
• scientific article; zbMATH DE number 3383329 (Why is no real title available?)
• Optimal Stopping in a Markov Process
• The expected first-passage time for a sufficient statistic arising in the Poisson disorder problem

Cited in

(2)

• The exit problem for certain dynamical systems with small poisson disturbances
• An alternative approach to non-linear filtering : jump process observations†

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