A system of functional-differential equations associated with the optimal detection problem for jump-times of a Poisson process.
Journal of Applied Mathematics and Stochastic Analysis (1998)
- Volume: 11, Issue: 2, page 179-192
- ISSN: 2090-3332
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topDonchev, Doncho S.. "A system of functional-differential equations associated with the optimal detection problem for jump-times of a Poisson process.." Journal of Applied Mathematics and Stochastic Analysis 11.2 (1998): 179-192. <http://eudml.org/doc/48193>.
@article{Donchev1998,
author = {Donchev, Doncho S.},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {Bellman equation; optimal detection of jump times; functional-differential equation},
language = {eng},
number = {2},
pages = {179-192},
publisher = {Hindawi Publishing Corporation, New York},
title = {A system of functional-differential equations associated with the optimal detection problem for jump-times of a Poisson process.},
url = {http://eudml.org/doc/48193},
volume = {11},
year = {1998},
}
TY - JOUR
AU - Donchev, Doncho S.
TI - A system of functional-differential equations associated with the optimal detection problem for jump-times of a Poisson process.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 1998
PB - Hindawi Publishing Corporation, New York
VL - 11
IS - 2
SP - 179
EP - 192
LA - eng
KW - Bellman equation; optimal detection of jump times; functional-differential equation
UR - http://eudml.org/doc/48193
ER -
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