The general markov chain disorder problem

DOI10.1080/17442508708833454MaRDI QIDQ3028006zbMATH OpenOpenAlexFDO

Authors Lionel Pelkowitz

Publication date 1987

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508708833454

zbMATH Keywords

optimal stopping problemdisorder problemdetector optimization problem

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sequential statistical methods (62L99) Stopping times; optimal stopping problems; gambling theory (60G40)

Recommendations

• The general discrete time disorder problem
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Cites work

• Dynamic realizations of sufficient sequences
• On Optimum Methods in Quickest Detection Problems
• On a generalized disorder problem
• Optimal detection of a change in distribution
• Probability Maximizing Approach for Quickest Detection Problem with Complicated Markov Chain
• The application of nonlinear filtering to fault detection in linear systems

Cited in

(7)

• On the linear and nonlinear generalized Bayesian disorder problem (discrete time case)
• A Bayesian-martingale approach to the general disorder problem
• scientific article; zbMATH DE number 3987023 (Why is no real title available?)
• The general discrete time disorder problem
• Policy structure for discrete time Markov chain disorder problems
• The derangement problem relative to the Mahonian process
• On a generalized disorder problem

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