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Sibirskii Zhurnal Industrial'noi Matematiki, 2009, Volume 12, Number 3, Pages 85–98 (Mi sjim570)  
To the Discord Problem for a Jump-Like Markov Process

G. I. Salov

Institute of Computational Mathematics and Mathematical Geophysics (Computing Center), Siberian Branch of the Russian Academy of Sciences
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Abstract: We obtain the structure of the optimal moment of halting (sending an “alarm” signal) and the integrodifferential equation for the risk function in the discord problem for an observed jump-like Markov process in the case that the discord point coincides with one of the jumps of the process.
Keywords: Markov process, detection, discord.
Received: 16.06.2008
English version:
Journal of Applied and Industrial Mathematics, 2010, Volume 4, Issue 3, Pages 399–411
DOI: https://doi.org/10.1134/S1990478910030129
Bibliographic databases:
UDC: 519.21
Language: Russian
Citation: G. I. Salov, “To the Discord Problem for a Jump-Like Markov Process”, Sib. Zh. Ind. Mat., 12:3 (2009), 85–98; J. Appl. Industr. Math., 4:3 (2010), 399–411
Citation in format AMSBIB
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\by G.~I.~Salov
\paper To the Discord Problem for a~Jump-Like Markov Process
\jour Sib. Zh. Ind. Mat.
\yr 2009
\vol 12
\issue 3
\pages 85--98
\mathnet{http://mi.mathnet.ru/sjim570}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2668788}
\transl
\jour J. Appl. Industr. Math.
\yr 2010
\vol 4
\issue 3
\pages 399--411
\crossref{https://doi.org/10.1134/S1990478910030129}
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