The general markov chain disorder problem

DOI10.1080/17442508708833454zbMATH Open0625.60052OpenAlexW2056337391MaRDI QIDQ3028006FDOQ3028006

Authors: Lionel Pelkowitz 

Publication date: 1987

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508708833454

Recommendations

• The general discrete time disorder problem
• Policy structure for discrete time Markov chain disorder problems
• scientific article; zbMATH DE number 3872510
• A markov renewal approach to the poisson disorder problem
• On a generalized disorder problem

zbMATH Keywords

optimal stopping problemdisorder problemdetector optimization problem

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sequential statistical methods (62L99) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• Optimal detection of a change in distribution
• On Optimum Methods in Quickest Detection Problems
• The application of nonlinear filtering to fault detection in linear systems
• Probability Maximizing Approach for Quickest Detection Problem with Complicated Markov Chain
• On a generalized disorder problem
• Dynamic realizations of sufficient sequences

Cited In (7)

• On the linear and nonlinear generalized Bayesian disorder problem (discrete time case)
• A Bayesian-martingale approach to the general disorder problem
• Title not available (Why is that?)
• The general discrete time disorder problem
• Policy structure for discrete time Markov chain disorder problems
• The derangement problem relative to the Mahonian process
• On a generalized disorder problem

This page was built for publication: The general markov chain disorder problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3028006)