Disorder detection with reversible decisions

DOI10.1080/07474946.2025.2556919MaRDI QIDQ6841847zbMATH OpenFDO

Authors M. V. Zhitlukhin

Publication date 20 March 2026

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474946.2025.2556919

Mathematics Subject Classification ID

Sequential statistical methods (62Lxx)

Cites work

• A change-of-variable formula with local time on curves
• A remark on the quickest detection problems
• Bayesian disorder problems on filtered probability spaces
• Bayesian switching multiple disorder problems
• Continuous-time stochastic control and optimization with financial applications
• scientific article; zbMATH DE number 5016447 (Why is no real title available?)
• On Optimum Methods in Quickest Detection Problems
• On the One-Dimensional Optimal Switching Problem
• Sequential tracking of a hidden Markov chain using point process observations
• Sequential tracking of an unobservable two-state Markov process under Brownian noise
• Stochastic disorder problems

This page was built for publication: Disorder detection with reversible decisions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6841847)