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Junjing Lin, Michael Ludkovski: Sequential Bayesian inference in hidden Markov stochastic kinetic models with application to detection and response to seasonal epidemics.Statistics and Computing24(6): 1047-1062 (2014)
Michael Ludkovski: Bayesian quickest detection with observation-changepoint feedback.CDC2012: 166-171
Michael Ludkovski: Stochastic Switching Games and Duopolistic Competition in Emissions Markets.SIAM J. Financial Math.2(1): 488-511 (2011)