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A Linear Programming Approach to Sequential Hypothesis Testing - MaRDI portal

A Linear Programming Approach to Sequential Hypothesis Testing (Q5256828)

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scientific article; zbMATH DE number 6452347
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English
A Linear Programming Approach to Sequential Hypothesis Testing
scientific article; zbMATH DE number 6452347

    Statements

    title
    A Linear Programming Approach to Sequential Hypothesis Testing (English)
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    author
    Michael Fauß
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    Abdelhak M. Zoubir
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    publication date
    29 June 2015
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    zbMATH Keywords
    discrete-time Markov process
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    linear programming
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    optimal sequential test
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    optimal stopping
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    sequential hypothesis testing
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    two simple hypotheses
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    Identifiers

    Mathematics Subject Classification ID
    62L10
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    62L15
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    90C05
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    zbMATH DE Number
    6452347
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    OpenAlex ID
    W1568931319
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    arXiv ID
    1501.05870
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