Probability maximizing approach to a detection problem with continuous markov processes

DOI10.1080/17442508408833284zbMath0537.60036OpenAlexW2070923358MaRDI QIDQ3322938

Minoru W. Yoshida

Publication date: 1984

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508408833284

zbMATH Keywords

stopping timesoptimal stopping problem

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

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• Probability maximizing approach to optimal stopping and its application to a disorder problem
• On the optimal filtering of diffusion processes
• On a Quickest Detection Problem
• On Optimum Methods in Quickest Detection Problems

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