Probability Maximizing Approach for Quickest Detection Problem with Complicated Markov Chain

DOI10.1080/02522667.1983.10698755zbMath0511.60041OpenAlexW2325521229MaRDI QIDQ4748915

Minoru W. Yoshida

Publication date: 1983

Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02522667.1983.10698755

zbMATH Keywords

stopping timeoptimal stopping problem

Mathematics Subject Classification ID

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

Related Items (5)

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 ⋮ The general markov chain disorder problem

Cites Work

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

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