Reward-rate maximization in sequential identification under a stochastic deadline

DOI10.1137/100818005MaRDI QIDQ2862453zbMATH OpenOpenAlexFDO

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

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)

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

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