scientific article; zbMATH DE number 3965812

MaRDI QIDQ3734161zbMATH OpenFDO

Authors Minoru Sakaguchi

Publication date 1986

zbMATH Keywords

discrete-time disorder problemoptimal stopping strategyuncertain probability of disruption

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Applications of statistics in engineering and industry; control charts (62P30) Operations research and management science (90B99)

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Cited in

(3)

• Optimal control problems with disorder
• The general discrete time disorder problem
• Compound Poisson disorder problem with uniformly distributed disorder time

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