30 citations · 73 across the 4 of their papers we have counts for
4 papers
Finite Horizon Decision Timing with Partially Observable Poisson Processes
Michael Ludkovski, Semih Sezer
We study decision timing problems on finite horizon with Poissonian information arrivals. In our model, a decision maker wishes to optimally time her action in order to maximize he…
On the Wiener disorder problem
Semih Onur Sezer
In the Wiener disorder problem, the drift of a Wiener process changes suddenly at some unknown and unobservable disorder time. The objective is to detect this change as quickly as…
Multisource Bayesian sequential change detection
Savas Dayanik, H. Vincent Poor, Semih O. Sezer
Suppose that local characteristics of several independent compound Poisson and Wiener processes change suddenly and simultaneously at some unobservable disorder time. The problem i…
Quickest Detection for a Poisson Process with a Phase-type Change-time Distribution
Erhan Bayraktar, Semih Sezer
We consider a change detection problem in which the arrival rate of a Poisson process changes suddenly at some unknown and unobservable disorder time. It is assumed that the prior…