Disorder Problem for Poisson Process in Generalized Bayesian Setting (Q3556740)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Disorder Problem for Poisson Process in Generalized Bayesian Setting |
scientific article |
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Disorder Problem for Poisson Process in Generalized Bayesian Setting (English)
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26 April 2010
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disorder
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Poisson process
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optimal stopping
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differential-difference equation
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free-boundary problem
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continuous-fit condition
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smooth-fit condition
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Bayesian risk
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