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dc.contributor.advisorDayanık, Savaş
dc.contributor.authorKadiyala, Bharadwaj
dc.date.accessioned2016-01-08T18:20:19Z
dc.date.available2016-01-08T18:20:19Z
dc.date.issued2012
dc.identifier.urihttp://hdl.handle.net/11693/15537
dc.descriptionAnkara : The Department of Industrial Engineering and the Graduate School of Engineering and Science of Bilkent University, 2012.en_US
dc.descriptionThesis (Master's) -- Bilkent University, 2012.en_US
dc.descriptionIncludes bibliographical references.en_US
dc.description.abstractA Poisson process Xt changes its rate at an unknown and unobservable time θ from λ0 to λ1. Detecting the change time as quickly as possible in an optimal way is described in literature as the Poisson disorder problem. We provide a more realistic generalization of the disorder problem for Poisson process by introducing fixed and continuous costs for being able to observe the arrival process. As a result, in addition to finding the optimal alarm time, we also characterize an optimal way of observing the arrival process. We illustrate the structure of the solution spaces with the help of some numerical examples.en_US
dc.description.statementofresponsibilityKadiyala, Bharadwajen_US
dc.format.extentxiii, 91 leavesen_US
dc.language.isoEnglishen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectPoisson disorder problemen_US
dc.subjectstochastic controlen_US
dc.subjectpiecewise deterministic Markov processesen_US
dc.subject.lccQA274 .K33 2012en_US
dc.subject.lcshStochastic processes.en_US
dc.subject.lcshMarkov processes.en_US
dc.subject.lcshStochastic control theory.en_US
dc.subject.lcshOptimal stopping (Mathematical statistics)en_US
dc.titlePoisson disorder problem with control on costly observationsen_US
dc.typeThesisen_US
dc.departmentDepartment of Industrial Engineeringen_US
dc.publisherBilkent Universityen_US
dc.description.degreeM.S.en_US


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