Asymptotically optimal Bayesian sequential change detection and identification rules
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Cites work
- scientific article; zbMATH DE number 3766893 (Why is no real title available?)
- scientific article; zbMATH DE number 193665 (Why is no real title available?)
- scientific article; zbMATH DE number 3516420 (Why is no real title available?)
- scientific article; zbMATH DE number 700091 (Why is no real title available?)
- scientific article; zbMATH DE number 3062496 (Why is no real title available?)
- A remark on control of partially observed Markov chains
- A sequential procedure for multihypothesis testing
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- A survey of solution techniques for the partially observed Markov decision process
- Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models
- Asymptotically optimal Bayesian sequential change detection and identification rules
- Bayesian sequential change diagnosis
- CONTINUOUS INSPECTION SCHEMES
- Change-point detection in multichannel and distributed systems
- Convergence rates and r-quick versions of the strong law for stationary mixing sequences
- Dynamic programming and optimal control. Vol. 1.
- Finite state Markovian decision processes
- Multihypothesis sequential probability ratio tests .I. Asymptotic optimality
- Multihypothesis sequential probability ratio tests. II. Accurate asymptotic expansions for the expected sample size
- On the construction of \(\epsilon\)-optimal strategies in partially observed MDPs
- Optimal Adaptive Policies for Markov Decision Processes
- Probability: A Graduate Course
- Sequential analysis. Tests and confidence intervals
- Sequential multiple hypothesis testing and efficient fault detection-isolation in stochastic systems
Cited in
(10)- Minimax and pointwise sequential changepoint detection and identification for general stochastic models
- Asymptotically optimal multi-armed bandit policies under a cost constraint
- Detection and identification of changes of hidden Markov chains: asymptotic theory
- Sequential change detection and hypothesis testing. General non-i.i.d. stochastic models and asymptotically optimal rules
- Bayesian sequential joint detection and estimation
- Asymptotically optimal Bayesian sequential change detection and identification rules
- Bayesian sequential change diagnosis
- Normal bandits of unknown means and variances
- Sequential change diagnosis revisited and the Adaptive Matrix CuSum
- Asymptotically pointwise optimal change detection in multiple channels
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