Sequential tracking of an unobservable two-state Markov process under Brownian noise (Q4987187)
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scientific article; zbMATH DE number 7341195
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential tracking of an unobservable two-state Markov process under Brownian noise |
scientific article; zbMATH DE number 7341195 |
Statements
Sequential tracking of an unobservable two-state Markov process under Brownian noise (English)
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29 April 2021
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change point detection
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optimal stopping
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optimal switching
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sequential tracking
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