Optimal on-line detection of outside observations

DOI10.1016/0378-3758(92)90167-QzbMath0752.60034MaRDI QIDQ1194008

Krzysztof J. Szajowski

Publication date: 27 September 1992

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

Markov processoptimal stopping timechange pointsequential detectiondisorder problem

Mathematics Subject Classification ID

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

Related Items (4)

Rationalization of detection of the multiple disorders ⋮ Decision and game theory for security. Second international conference, GameSec 2011, College Park, MD, Maryland, USA, November 14--15, 2011. Proceedings ⋮ On-line detection of a part of a sequence with unspecified distribution ⋮ Optimal detection of transition probability change in random sequence

Cites Work

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• On a generalized disorder problem
• Optimal online detection of parameter changes in two linear models
• Probability maximizing approach to optimal stopping and its application to a disorder problem
• A Posteriori Detection of the “Disorder” Time of a Random Sequence
• Probability Maximizing Approach for Quickest Detection Problem with Complicated Markov Chain
• On Optimum Methods in Quickest Detection Problems

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