25 citations to https://www.mathnet.ru/rus/tvp417
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Albert N. Shiryaev, Probability Theory and Stochastic Modelling, 93, Stochastic Disorder Problems, 2019, 13
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Pavel V. Gapeev, Hessah Al Motairi, “Perpetual American Defaultable Options in Models with Random Dividends and Partial Information”, Risks, 6:4 (2018), 127
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Pavel V. Gapeev, “Bayesian Switching Multiple Disorder Problems”, Mathematics of OR, 41:3 (2016), 1108
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Kendra Lesser, Meeko Oishi, “Reachability for partially observable discrete time stochastic hybrid systems”, Automatica, 50:8 (2014), 1989
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P. V. Gapeev, A. N. Shiryaev, “Bayesian quickest detection problems for some diffusion processes”, Adv. in Appl. Probab., 45:1 (2013), 164–185
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Christian Callegari, Angelo Coluccia, Alessandro D'Alconzo, Wendy Ellens, Stefano Giordano, Michel Mandjes, Michele Pagano, Teresa Pepe, Fabio Ricciato, Piotr Z̊uraniewski, Lecture Notes in Computer Science, 7754, Data Traffic Monitoring and Analysis, 2013, 148
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В. Я. Карташов, М. А. Новосельцева, “Обнаружение структурно-параметрических изменений в стохастических системах в реальном масштабе времени алгоритмами непрерывных дробей и структурного анализа”, УБС, 34 (2011), 62–91
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Yueksel S., “A Tutorial on Quantizer Design for Networked Control Systems: Stabilization and Optimization”, Applied and Computational Mathematics, 10:3 (2011), 365–401
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Savas Dayanik, “Compound Poisson Disorder Problems with Nonlinear Detection Delay Penalty Cost Functions”, Sequential Analysis, 29:2 (2010), 193
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Albert N. Shiryaev, “Quickest Detection Problems: Fifty Years Later”, Sequential Analysis, 29:4 (2010), 345