Author of the publication

Correction to: Asymptotically optimal Bayesian sequential change detection and identification rules.

, , and . Ann. Oper. Res., 332 (1): 1275-1276 (January 2024)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Optimal Periodic Replenishment Policies for Spectrally Positive Lévy Demand Processes., , and . SIAM J. Control. Optim., 58 (6): 3428-3456 (2020)On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models., , , and . J. Appl. Probab., 55 (4): 1272-1286 (2018)A Jump Ornstein-Uhlenbeck Bridge Based on Energy-Optimal Control and Its Self-Exciting Extension., and . IEEE Control. Syst. Lett., (2023)Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models., , and . SIAM J. Financial Math., 12 (3): 1112-1149 (2021)Optimal Multiple Stopping with Negative Discount Rate and Random Refraction Times under Lévy Models., , and . SIAM J. Control. Optim., 53 (4): 2373-2405 (2015)Correction to: Asymptotically optimal Bayesian sequential change detection and identification rules., , and . Ann. Oper. Res., 332 (1): 1275-1276 (January 2024)On Singular Control for Lévy Processes., and . Math. Oper. Res., 48 (3): 1213-1234 (August 2023)On the Bail-Out Optimal Dividend Problem., , and . J. Optim. Theory Appl., 179 (2): 553-568 (2018)Optimality of Refraction Strategies for Spectrally Negative Lévy Processes., , and . SIAM J. Control. Optim., 54 (3): 1126-1156 (2016)Fixed Confidence Best Arm Identification in the Bayesian Setting., , and . CoRR, (2024)