Multi-dimensional sequential testing and detection

DOI10.1080/17442508.2021.1993852zbMath1492.60102arXiv2009.02226OpenAlexW3210571836MaRDI QIDQ5094575

Erik Ekström, Yuqiong Wang

Publication date: 3 August 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.02226

zbMATH Keywords

optimal stoppingsequential analysisBayesian quickest detection problem

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Related Items (4)

Bayesian Sequential Composite Hypothesis Testing in Discrete Time ⋮ A change of variable formula with applications to multi-dimensional optimal stopping problems ⋮ On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions ⋮ Compound Poisson disorder problem with uniformly distributed disorder time

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