Quickest detection of a minimum of two poisson disorder times

SIAM Journal on Control and Optimization

Volumn 46, Issue 1, 2007, Pages 308-331

  Bayraktar, Erhan ^a   Poor, H Vincent ^b  

^a UNIVERSITY OF MICHIGAN   (United States)

^b Princeton University   (United States)

Author keywords

Change detection; Optimal stopping; Poisson processes

Indexed keywords

CHANGE DETECTION; EXPONENTIALLY DISTRIBUTED; POISSON PROCESSES;

ASYMPTOTIC STABILITY; RANDOM PROCESSES; TIME VARYING SYSTEMS;

POISSON EQUATION;

EID: 39449098474     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/050630933     Document Type: Article

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