Optimal sequential testing of two simple hypotheses in presence of control variables

arXiv0812.1395MaRDI QIDQ6211883

Andrey Novikov

Publication date: 7 December 2008

Mathematics Subject Classification ID

Statistics (62-XX) Optimal stochastic control (93E20) Statistical decision theory (62C99) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)