A quickest detection problem with false negatives
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References listed on IDEAS
- René Carmona & Nizar Touzi, 2008. "Optimal Multiple Stopping And Valuation Of Swing Options," Mathematical Finance, Wiley Blackwell, vol. 18(2), pages 239-268, April.
- Gordon R. Antelman & I. Richard Savage, 1965. "Surveillance problems: Wiener processes," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 12(1), pages 35-55, March.
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Cited by:
- Ekström, Erik & Milazzo, Alessandro, 2024. "A detection problem with a monotone observation rate," Stochastic Processes and their Applications, Elsevier, vol. 172(C).
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