Asymptotically optimal Bayesian sequential change detection and identification rules

DOI10.1007/s10479-012-1121-6zbMath1365.62322OpenAlexW2131889312MaRDI QIDQ378756

Warren B. Powell, Savas Dayanik, Kazutoshi Yamazaki

Publication date: 12 November 2013

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11693/20831

zbMATH Keywords

optimal stoppingasymptotic optimalitysequential change detection and hypothesis testing

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

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