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Poisson Disorder Problem with Exponential Penalty for Delay

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References

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2004Optimality of the CUSUM procedure in continuous time90 cited
1998Quickest detection with exponential penalty for delay75 cited
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2005The standard Poisson disorder problem revisited56 cited

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2020Bayesian Quickest Detection of Credit Card Fraud19 cited
2013Bayesian Quickest Detection Problems for Some Diffusion Processes13 cited
2015Quickest Detection with Discretely Controlled Observations10 cited

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2010

Compound Poisson Disorder Problems with Nonlinear Detection Delay Penalty Cost Functions

9 cited