A detection problem with a monotone observation rate

DOI10.1016/J.SPA.2024.104337MaRDI QIDQ6496992

Erik Ekström, Alessandro Milazzo

Publication date: 6 May 2024

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

optimal stoppingstochastic controlincomplete informationstochastic filteringquickest detection

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX)

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