Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings (Q5437385)
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scientific article; zbMATH DE number 5228460
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| English | Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings |
scientific article; zbMATH DE number 5228460 |
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Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings (English)
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18 January 2008
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Brownian motion
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disorder
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optimal stopping
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asymptotical optimality
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generalized Bayesian and minimax formulations of the quickest detection problem
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0.9162985682487488
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0.8851969242095947
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0.8333864212036133
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