Disorder problem for Poisson process in generalized Bayesian setting
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Publication:3556740
DOI10.1137/S0040585X9798378XzbMATH Open1196.62110MaRDI QIDQ3556740FDOQ3556740
Authors: E. V. Burnaev 
Publication date: 26 April 2010
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
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Poisson processdisorderfree-boundary problemoptimal stoppingdifferential-difference equationBayesian riskcontinuous-fit conditionsmooth-fit condition
Cited In (15)
- On the disorder problem for a negative binomial process
- Two-sided disorder problem for a Brownian motion in a Bayesian setting
- Minimax optimality in robust detection of a disorder time in doubly-stochastic Poisson processes
- Compound Poisson disorder problem with uniformly distributed disorder time
- On disorder problem with point processes
- Compound Poisson Disorder Problem
- A markov renewal approach to the poisson disorder problem
- Adaptive Poisson disorder problem
- A Bayesian-martingale approach to the general disorder problem
- A note on optimal stopping for possible change in the intensity of an ordinary Poisson process
- Compound Poisson disorder problems with nonlinear detection delay penalty cost functions
- The disorder problem for diffusion processes with the \(\epsilon \)-linear and expected total miss criteria
- The disorder problem for purely jump Lévy processes with completely monotone jumps
- The standard Poisson disorder problem revisited
- Disorder problem for a Poisson process in the generalized Bayesian setting
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