Optimal search strategies for Wiener processes

DOI10.1016/0304-4149(75)90003-4zbMath0299.62049OpenAlexW2000184709MaRDI QIDQ1215236

E. M. Klimko, James W. Yackel

Publication date: 1975

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(75)90003-4

Mathematics Subject Classification ID

Gaussian processes (60G15) Sequential statistical methods (62L99) Inference from stochastic processes (62M99) Statistical decision theory (62C99)

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Cites Work

• Sequential Design of Experiments
• On a Problem in Optimal Scanning
• Entropy of first return partitions of a Markov chain
• Continuous sequential decision in the presence of a finite number of hypotheses
• The First Passage Problem for a Continuous Markov Process

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