Quickest detection with exponential penalty for delay (Q1307093): Difference between revisions

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+https://doi.org/10.1214/aos/1024691466
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+W2170854294
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+Q4494122
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+A note on Ritov's Bayes approach to the minimax property of the cusum procedure
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+Q4352615
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+On a generalized disorder problem
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+Q5822308
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+Optimal Stopping When the Future is Discounted
@@ Property / cites work: Optimal Stopping When the Future is Discounted / rank @@
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+Sequential Decision Problems for Processes with Continuous time Parameter. Testing Hypotheses
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+Conditional boundary crossing probabilities, with application to change- point problems
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+Moments for first-passage and last-exit times, the minimum, and related quantities for random walks with positive drift
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+Wald's approximations to the average run length in cusum procedures
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+Some martingales related to cumulative sum tests and single-server queues
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+Formulas for stopped diffusion processes with stopping times based on the maximum
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+Procedures for Reacting to a Change in Distribution
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+Optimal stopping times for detecting changes in distributions
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+Q4114574
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+CONTINUOUS INSPECTION SCHEMES
@@ Property / cites work: CONTINUOUS INSPECTION SCHEMES / rank @@
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+The general discrete time disorder problem
@@ Property / cites work: The general discrete time disorder problem / rank @@
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+Decision theoretic optimality of the cusum procedure
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+An extension of a lemma of Wald
@@ Property / cites work: An extension of a lemma of Wald / rank @@
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+On Optimum Methods in Quickest Detection Problems
@@ Property / cites work: On Optimum Methods in Quickest Detection Problems / rank @@
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+Q4172681
@@ Property / cites work: Q4172681 / rank @@
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+A stopped Brownian motion formula
@@ Property / cites work: A stopped Brownian motion formula / rank @@
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+Dynamic sampling policy for detecting a change in distribution, with a probability bound on false alarm
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@@ links / mardi / name / links / mardi / name @@
+Publication:1307093