Adaptive poisson disorder problem

Annals of Applied Probability

Volumn 16, Issue 3, 2006, Pages 1190-1261

  Bayraktar, Erhan ^a   Dayanik, Savas ^b,d   Karatzas, Ioannis ^c  

^a UNIVERSITY OF MICHIGAN   (United States)

^b PRINCETON UNIVERSITY   (United States)

^c Howard Hughes Medical Institute   (United States)

^d Princeton University   (United States)

Author keywords

Optimal stopping; Poisson disorder problem; Quickest detection

Indexed keywords

EID: 33750534344     PISSN: 10505164     EISSN: 10505164     Source Type: Journal    
DOI: 10.1214/105051606000000312     Document Type: Article

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