A two-disorder detection problem

DOI10.4064/AM-24-2-231-241MaRDI QIDQ3122814zbMATH OpenOpenAlexFDO

Authors Krzysztof J. Szajowski

Publication date 22 January 1998

Published in Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/219165

zbMATH Keywords

disorder problemmultiple optimal stoppingsequential detection

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

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(7)

• Optimal detection of transition probability change in random sequence
• scientific article; zbMATH DE number 3872510 (Why is no real title available?)
• Precision of sequential change point detection
• scientific article; zbMATH DE number 919790 (Why is no real title available?)
• On optimal stopping of risk processes with regime switching
• On a random number of disorders
• On a Formulation of the Multiple"Disorder" Problem

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