Citation: Karoui, Nicole El et Karatzas,ioannis, Dynamic Allocation Problems in Continuous Time, Annals of applied probability , 4(2), 1994, pp. 255-286
Authors:
Karoui, Nicole El
Loisel, Stéphane
Salhi, Yahia
Citation: Karoui, Nicole El et al., Minimax optimality in robust detection of a disorder time in doubly-stochastic poisson processes, Annals of applied probability , 27(4), 2017, pp. 2515-2538