Optimization Applications of Compensators of Poisson Random Measures

DOI10.1017/S0269964800001030MaRDI QIDQ3415919zbMATH OpenOpenAlexFDO

Authors Shengwu He

Publication date 19 January 2007

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0269964800001030

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic programming (90C15) Random measures (60G57)

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Cites work

• scientific article; zbMATH DE number 4034749 (Why is no real title available?)
• scientific article; zbMATH DE number 3338194 (Why is no real title available?)
• Processus ponctuels et martingales: résultats récents sur la modélisation et le filtrage

Cited in

(1)

• Optimization methods for compound Poisson risk processes

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