Probability Maximizing Approach for Quickest Detection Problem with Complicated Markov Chain

DOI10.1080/02522667.1983.10698755MaRDI QIDQ4748915zbMATH OpenOpenAlexFDO

Authors Minoru W. Yoshida

Publication date 1983

Published in Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02522667.1983.10698755

zbMATH Keywords

stopping timeoptimal stopping problem

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Cites work

• scientific article; zbMATH DE number 3567644 (Why is no real title available?)
• Probability maximizing approach to optimal stopping and its application to a disorder problem

Cited in

(3)

• The general markov chain disorder problem
• Rationalization of detection of the multiple disorders
• Optimal on-line detection of outside observations

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