On the Disorder Problem for a Negative Binomial Process (Q5252243)
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scientific article; zbMATH DE number 6441358
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Disorder Problem for a Negative Binomial Process |
scientific article; zbMATH DE number 6441358 |
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On the Disorder Problem for a Negative Binomial Process (English)
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29 May 2015
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negative binomial process
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Bayesian disorder problem
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stopping time
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optimal stopping problem
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integro-differential free-boundary problem
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smooth fit principle
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continuous fit principle
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regular boundary
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sequential detection
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