A Linear Programming Approach to Sequential Hypothesis Testing

DOI10.1080/07474946.2015.1030981zbMath1317.62065arXiv1501.05870OpenAlexW1568931319MaRDI QIDQ5256828

Michael Fauß, Abdelhak M. Zoubir

Publication date: 29 June 2015

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.05870

zbMATH Keywords

linear programmingoptimal stoppingsequential hypothesis testingdiscrete-time Markov processtwo simple hypothesesoptimal sequential test

Mathematics Subject Classification ID

Linear programming (90C05) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Related Items

Bayesian sequential joint detection and estimation under multiple hypotheses, Minimax optimal sequential hypothesis tests for Markov processes, Bayesian sequential joint detection and estimation

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