Asymptotic Nash equilibrium for sequential change detection in adversarial environments

DOI10.1080/07474946.2025.2576795MaRDI QIDQ7254830zbMATH OpenFDO

Authors Shuchen Cao, Ruizhi Zhang, Shaofeng Zou

Publication date 29 May 2026

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474946.2025.2576795

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Cites work

• A Robust Version of the Probability Ratio Test
• Adversarially robust sequential hypothesis testing
• Decision theoretic optimality of the cusum procedure
• Detection in Adversarial Environments
• scientific article; zbMATH DE number 3449635 (Why is no real title available?)
• Minimax Robust Quickest Change Detection
• Nearly Optimal Change-Point Detection with an Application to Cybersecurity
• Optimal stopping times for detecting changes in distributions
• Procedures for Reacting to a Change in Distribution
• Robust sequential change detection: the approach based on breakdown points and influence functions
• Sequential analysis. Tests and confidence intervals
• Sequential change detection revisited

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