Optimal detection of changing properties of random sequences. II: Sequential detection

zbMath0645.93058MaRDI QIDQ1103576

Alexander G. Tartakovsky

Publication date: 1987

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

optimal stopping rulesoptimal Bayesian sequential detection of a failure

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Estimation and detection in stochastic control theory (93E10) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic systems in control theory (general) (93E03) Sequential estimation (62L12) Sufficient statistics and fields (62B05)

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