A detection problem with a monotone observation rate-Reference-Cited by-同舟云学术

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A detection problem with a monotone observation rate

Published:2024-06 Issue: Volume:172 Page:104337
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Ekström Erik^ORCID,Milazzo Alessandro

Funder

Vetenskapsradet

Publisher

Elsevier BV

Reference24 articles.

1. The standard Poisson disorder problem revisited;Bayraktar;Stochastic Process. Appl.,2005

2. A problem of singular stochastic control with optimal stopping in finite horizon;Chen;SIAM J. Control Optim.,2012

3. A quickest detection problem with an observation cost;Dalang;Ann. Appl. Probab.,2015

4. A problem of singular stochastic control with discretionary stopping;Davis;Ann. Appl. Probab.,1994

5. Sequential sensor installation for Wiener disorder detection;Dayanik;Math. Oper. Res.,2016

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On the Monotonicity of the Stopping Boundary for Time-Inhomogeneous Optimal Stopping Problems;Journal of Optimization Theory and Applications;2024-08-30

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