Poisson disorder problem with exponential penalty for delay

Mathematics of Operations Research

Volumn 31, Issue 2, 2006, Pages 217-233

  Bayraktar, Erhan ^a   Dayanik, Savas ^b  

^a UNIVERSITY OF MICHIGAN   (United States)

^b Princeton University   (United States)

Author keywords

Differential delay equations; Optimal stopping; Poisson disorder problem; Quickest detection

Indexed keywords

DIFFERENTIAL-DELAY EQUATIONS; OPTIMAL STOPPING; POISSON DISORDER PROBLEMS; QUICKEST DETECTION;

COSTS; DIFFERENTIAL EQUATIONS; PROBLEM SOLVING; STRATEGIC PLANNING;

POISSON DISTRIBUTION;

EID: 33748431677     PISSN: 0364765X     EISSN: 15265471     Source Type: Journal    
DOI: 10.1287/moor.1060.0190     Document Type: Article

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