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A Collocation Method for the Sequential Testing of a Gamma Process - MaRDI portal

A Collocation Method for the Sequential Testing of a Gamma Process (Q3448723)

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A Collocation Method for the Sequential Testing of a Gamma Process
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    A Collocation Method for the Sequential Testing of a Gamma Process (English)
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    26 October 2015
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    bayes decision rule
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    Chebyshev polynomials
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    collocation method
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    free-boundary problem
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    gamma process
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    optimal stopping
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    sequential testing
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    smooth and continuous fit principles
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