Precision of sequential change point detection

DOI10.4064/am2278-5-2017zbMath1386.60155arXiv1401.5613OpenAlexW2223471394MaRDI QIDQ4595461

Aleksandra Ochman-Gozdek, Wojciech Sarnowski, Krzysztof J. Szajowski

Publication date: 30 November 2017

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.5613

zbMATH Keywords

optimal stoppingMarkov processchange pointBayesian approachsequential detectiondisorder problem

Mathematics Subject Classification ID

Special processes (60K99) Stopping times; optimal stopping problems; gambling theory (60G40)

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