The general discrete time disorder problem

DOI10.1080/17442508708833438zbMath0618.60041OpenAlexW2038871442MaRDI QIDQ4727931

Lionel Pelkowitz

Publication date: 1987

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508708833438

zbMATH Keywords

optimal stoppingabstract model of the disorder of a discrete time stochastic processstopping rule to detect the disorder

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (2)

Detecting changes in signals and systems - a survey ⋮ Quickest detection with exponential penalty for delay

Cites Work

• Unnamed Item
• On a generalized disorder problem
• Optimal detection of a change in distribution
• The general markov chain disorder problem
• Dynamic realizations of sufficient sequences
• On Optimum Methods in Quickest Detection Problems

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