Controlled Filtered Poisson Processes
Filtered Poisson processes are used as models in various applications, in particular in statistical hydrology. In this paper, controlled filtered Poisson processes are considered. The aim is to minimize the expected time that the process will spend in the continuation region. The dynamic programming...
Saved in:
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-01-01
|
| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/13/2/284 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|