The minimax Wiener sequential testing problem (Q6663104)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The minimax Wiener sequential testing problem |
scientific article; zbMATH DE number 7966988
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The minimax Wiener sequential testing problem |
scientific article; zbMATH DE number 7966988 |
Statements
The minimax Wiener sequential testing problem (English)
0 references
14 January 2025
0 references
diffusion
0 references
Wiener sequential testing
0 references
minimax optimization
0 references
stochastic differential equations
0 references
least favorable distribution
0 references
optimal stopping
0 references
