Compound Poisson Disorder Problem
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Publication:5388002
DOI10.1287/moor.1060.0223zbMath1278.60076MaRDI QIDQ5388002
Savas Dayanik, Semih Onur Sezer
Publication date: 27 May 2008
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/38bf37f76694764327867acad27b3e817cb40510
62F15: Bayesian inference
60G40: Stopping times; optimal stopping problems; gambling theory
62L15: Optimal stopping in statistics
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