Quickest detection in the Wiener disorder problem with post-change uncertainty (Q2974885)
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English | Quickest detection in the Wiener disorder problem with post-change uncertainty |
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Quickest detection in the Wiener disorder problem with post-change uncertainty (English)
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11 April 2017
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Wiener disorder problem
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change point detection
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post-change uncertainty
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composite stopping time
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stochastic optimization
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asymptotic optimality
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sequential analysis
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