Bayesian switching multiple disorder problems
Year of publication: |
August 2016
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Authors: | Gapeev, Pavel V. |
Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 41.2016, 3, p. 1108-1124
|
Subject: | Bayesian switching multiple disorder problem | optimal switching problem | Brownian motion | diffusion process | continuous-time Markov chain | coupled parabolic-type free-boundary problem | a change-of-variable formula with local time on surfaces | Heun’s double confluent function | Theorie | Theory | Markov-Kette | Markov chain | Stochastischer Prozess | Stochastic process | Bayes-Statistik | Bayesian inference | Mathematische Optimierung | Mathematical programming |
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