The general markov chain disorder problem
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Publication:3028006
DOI10.1080/17442508708833454zbMath0625.60052OpenAlexW2056337391MaRDI QIDQ3028006
Publication date: 1987
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508708833454
Sequential statistical methods (62L99) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40)
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Cites Work
- On a generalized disorder problem
- Optimal detection of a change in distribution
- Dynamic realizations of sufficient sequences
- The application of nonlinear filtering to fault detection in linear systems
- Probability Maximizing Approach for Quickest Detection Problem with Complicated Markov Chain
- On Optimum Methods in Quickest Detection Problems