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Quickest detection in the Wiener disorder problem with post-change uncertainty - MaRDI portal

Quickest detection in the Wiener disorder problem with post-change uncertainty (Q2974885)

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Quickest detection in the Wiener disorder problem with post-change uncertainty
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    Quickest detection in the Wiener disorder problem with post-change uncertainty (English)
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    11 April 2017
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    Wiener disorder problem
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    change point detection
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    post-change uncertainty
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    composite stopping time
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    stochastic optimization
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    asymptotic optimality
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    sequential analysis
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