On the Poisson disorder problem

DOI10.1080/00207727908941581zbMath0416.93080OpenAlexW2004675547MaRDI QIDQ3206817

K. H. Wickwire

Publication date: 1979

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727908941581

zbMATH Keywords

Poisson processesMarkov stochastic processesPoisson disorder problem

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03)

Related Items (2)

The exit problem for certain dynamical systems with small poisson disturbances ⋮ An alternative approach to non-linear filtering : jump process observations†

Cites Work

• Determination of the inter-spike times of neurons receiving randomly arriving post-synaptik potentials
• The expected first-passage time for a sufficient statistic arising in the Poisson disorder problem
• Optimal Stopping in a Markov Process
• Doubly stochastic Poisson processes and process control
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