Probability maximizing approach to optimal stopping and its application to a disorder problem

DOI10.1080/17442507908833137zbMath0432.60051OpenAlexW2079795320WikidataQ126242310 ScholiaQ126242310MaRDI QIDQ3870080

Tomasz Bojdecki

Publication date: 1979

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442507908833137

zbMATH Keywords

stopping timeoptimal stopping rule

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (15)

Statistical Surveillance. Optimality and Methods ⋮ Bayes' model of the best-choice problem with disorder ⋮ Rationalization of detection of the multiple disorders ⋮ Decision and game theory for security. Second international conference, GameSec 2011, College Park, MD, Maryland, USA, November 14--15, 2011. Proceedings ⋮ Optimal on-line detection of outside observations ⋮ On-line detection of a part of a sequence with unspecified distribution ⋮ Probability maximizing approach to a detection problem with continuous markov processes ⋮ State-of-the-Art in Bayesian Changepoint Detection ⋮ Shewhart Revisited ⋮ Optimal detection of transition probability change in random sequence ⋮ Change-point problems: bibliography and review ⋮ Multiple Optimality Properties of the Shewhart Test ⋮ Probability Maximizing Approach for Quickest Detection Problem with Complicated Markov Chain ⋮ On a generalized disorder problem ⋮ Optimal online detection of parameter changes in two linear models

Cites Work

• Unnamed Item
• On optimal stopping of a sequence of independent random variables- probability maximizing approach

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