Reward-rate maximization in sequential identification under a stochastic deadline

DOI10.1137/100818005zbMATH Open1292.62122OpenAlexW2051188159MaRDI QIDQ2862453FDOQ2862453

Authors: Savas Dayanik, Angela J. Yu 

Publication date: 15 November 2013

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11693/26706

Recommendations

• Optimizing sequential decisions in the drift-diffusion model
• Rapid decision threshold modulation by reward rate in a neural network
• Optimal timing of decisions: a general theory based on continuation values
• On a sequential two-action decision model¹with unbounded reward functions
• Optimal sequential procedures with Bayes decision rules

zbMATH Keywords

dynamic programmingBayes-risk minimizationreward-rate maximizationsequential multihypothesis testingspeed-accuracy trade off

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Cited In (2)

• Sequential hypothesis tests under random horizon
• When is information sufficient for action? search with unreliable yet informative intelligence

This page was built for publication: Reward-rate maximization in sequential identification under a stochastic deadline

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2862453)