Cecilia Prosdocimi

Publication Activity (10 Years)

Years Active: 2009-2020
Publications (10 Years): 1

Top Topics

False Alarm Rate

Top Venues

SIAM J. Control. Optim.

Publications

Enrico Biffis, Fausto Gozzi, Cecilia Prosdocimi
Optimal Portfolio Choice with Path Dependent Labor Income: the Infinite Horizon Case. SIAM J. Control. Optim. 58 (4) (2020)
László Gerencsér, Cecilia Prosdocimi, Zsuzsanna Vágó
Change detection for finite dimensional Gaussian linear systems - a bound for the almost sure false alarm rate. ECC (2013)
László Gerencsér, Cecilia Prosdocimi
Input-output properties of the Page-Hinkley detector. Syst. Control. Lett. 60 (7) (2011)
Lorenzo Finesso, Cecilia Prosdocimi
Partially exchangeable Hidden Markov Models. ECC (2009)