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"Quickest Real-Time Detection of Multiple Brownian Drifts."

Philip A. Ernst, Hongwei Mei, G. Peskir (2024)

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DOI: 10.1137/23M1587750

access: closed

type: Journal Article

metadata version: 2024-07-14

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Philip A. Ernst, Hongwei Mei, G. Peskir:
Quickest Real-Time Detection of Multiple Brownian Drifts. SIAM J. Control. Optim. 62(3): 1832-1856 (2024)

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