- Optimal real-time detection of a drifting Brownian coordinate
2018/12/18 by Philip Ernst, Ernst, Philip, Goran Peškir +4 · 2 citations
Computer Science · Decision Sciences · Economics, Econometrics and Finance · Mathematics · #45G10 #60H30. Secondary 35J15 #60J65 #62C10 #Advanced Bandit Algorithms Research #Artificial intelligence #Brownian motion #Computer science #Diffusion process #Distributed Sensor Networks and Detection Algorithms #FOS: Mathematics #Geometric Brownian motion #Geometry #Mathematical analysis #Mathematical optimization #Mathematics #Monotone polygon #Optimal stopping #Physics #Position (finance) #Primary 60G40 #Probability (math.PR) #Spatial reference system #Statistical physics #Statistics #Stochastic processes and financial applications #Wiener process #Zero (linguistics) #math.PR #msc:35J15 #msc:45G10 #msc:60G40 #msc:60H30. #msc:60J65 #msc:62C10