Finite Horizon Decision Timing with Partially Observable Poisson Processes

DOI10.1080/15326349.2012.672143zbMath1244.62008arXiv1105.1484OpenAlexW2039453525MaRDI QIDQ2904311

Michael Ludkovski, Semih Onur Sezer

Publication date: 13 August 2012

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1105.1484

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Statistical decision theory (62C99) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Related Items (9)

Finite Horizon Decision Timing with Partially Observable Poisson Processes ⋮ Finite horizon sequential detection with exponential penalty for the delay ⋮ Compound Poisson disorder problem with uniformly distributed disorder time ⋮ Multisource Bayesian sequential binary hypothesis testing problem ⋮ Optimal stopping for partially observed piecewise-deterministic Markov processes ⋮ Bayesian Quickest Detection in Sensor Arrays ⋮ Optimal sequential testing for an inverse Gaussian process ⋮ Sequential tracking of a hidden Markov chain using point process observations ⋮ Sequential Bayesian inference in hidden Markov stochastic kinetic models with application to detection and response to seasonal epidemics

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