Reward-Rate Maximization in Sequential Identification under a Stochastic Deadline

DOI10.1137/100818005zbMath1292.62122OpenAlexW2051188159MaRDI QIDQ2862453

Angela J. Yu, Savas Dayanik

Publication date: 15 November 2013

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11693/26706

zbMATH Keywords

dynamic programmingBayes-risk minimizationreward-rate maximizationsequential multihypothesis testingspeed-accuracy trade off

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

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