Compound Poisson disorder problem with uniformly distributed disorder time
From MaRDI portal
(Redirected from Publication:6160977)
Recommendations
- Compound Poisson Disorder Problem
- The standard Poisson disorder problem revisited
- The disorder problem for compound Poisson processes with exponential jumps
- Poisson Disorder Problem with Exponential Penalty for Delay
- A markov renewal approach to the poisson disorder problem
- scientific article; zbMATH DE number 3965812
- The general discrete time disorder problem
- Stochastic disorder problems
- Disorder problem for Poisson process in generalized Bayesian setting
Cites work
- scientific article; zbMATH DE number 5016447 (Why is no real title available?)
- scientific article; zbMATH DE number 3518072 (Why is no real title available?)
- scientific article; zbMATH DE number 1795857 (Why is no real title available?)
- scientific article; zbMATH DE number 6303356 (Why is no real title available?)
- A mathematical model for personalized advertisement in virtual reality environments
- Adaptive Poisson disorder problem
- Bayesian Detection of Changes of a Poisson Process Monitored at Discrete Time Points Where the Arrival Rates are Unknown
- Bayesian disorder problems on filtered probability spaces
- Change-point detection for Lévy processes
- Compound Poisson Disorder Problem
- Detecting changes in a Poisson process monitored at random time intervals
- Detection of abrupt changes: theory and application
- Disorder problem for a Brownian motion on a segment in the case of uniformly distributed moment of disorder
- Dynamic bidding strategies in search-based advertising
- Finite Horizon Decision Timing with Partially Observable Poisson Processes
- Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013
- Minimax optimality in robust detection of a disorder time in doubly-stochastic Poisson processes
- Multi-dimensional sequential testing and detection
- Multisource Bayesian sequential change detection
- On the single-leg airline revenue management problem in continuous time
- Online Change Detection for a Poisson Process with a Phase-Type Change-Time Prior Distribution
- Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes
- Optimal Stopping Problems for a Brownian Motion with Disorder on a Segment
- Optimal stopping of a piecewise-deterministic markov process
- Quickest Detection
- Sequential testing of simple hypotheses about compound Poisson processes
- Stochastic disorder problems
- The disorder problem for compound Poisson processes with exponential jumps
- The standard Poisson disorder problem revisited
Cited in
(5)- Disorder problem for a Brownian motion on a segment in the case of uniformly distributed moment of disorder
- scientific article; zbMATH DE number 1795857 (Why is no real title available?)
- A markov renewal approach to the poisson disorder problem
- Compound Poisson disorder problem with general disorder prior density
- Sequential common change detection, isolation, and estimation in multiple compound Poisson processes
This page was built for publication: Compound Poisson disorder problem with uniformly distributed disorder time
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6160977)
