On a random number of disorders

zbMath1260.60078arXiv0901.3795MaRDI QIDQ4915056

Krzysztof J. Szajowski

Publication date: 16 April 2013

Full work available at URL: https://arxiv.org/abs/0901.3795

zbMATH Keywords

optimal stoppingMarkov processchange pointsequential detectiondisorder problemdouble optimal stopping

Mathematics Subject Classification ID

Special processes (60K99) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (2)

Bayes' model of the best-choice problem with disorder ⋮ On optimal stopping of risk processes with regime switching

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