Optimal estimation of the time of change in the characteristics of a Markov chain

zbMath0794.93111MaRDI QIDQ1316253

V. Pereyra

Publication date: 22 March 1994

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

Markov chaincomputer simulation

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items (1)

Detecting change-points in Markov chains

This page was built for publication: Optimal estimation of the time of change in the characteristics of a Markov chain