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Compound Poisson disorder problem with uniformly distributed disorder time - MaRDI portal

Compound Poisson disorder problem with uniformly distributed disorder time (Q6160977)

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scientific article; zbMATH DE number 7691581
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English
Compound Poisson disorder problem with uniformly distributed disorder time
scientific article; zbMATH DE number 7691581

    Statements

    title
    Compound Poisson disorder problem with uniformly distributed disorder time (English)
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    author
    Cagin Uru
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    Savas Dayanik
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    Semih Onur Sezer
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    published in
    Bernoulli
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    publication date
    2 June 2023
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    zbMATH Keywords
    compound Poisson process
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    optimal stopping
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    Poisson disorder problem
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    quickest detection
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    cites work
    Q3121550
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    Q4096228
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    Q4550924
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    Q3378055
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    Quickest Detection
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    Q5420263
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    Identifiers

    Mathematics Subject Classification ID
    62Lxx
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    60Gxx
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    62Mxx
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    zbMATH DE Number
    7691581
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    DOI
    10.3150/22-BEJ1541
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