Probability maximizing approach to a detection problem with continuous markov processes

DOI10.1080/17442508408833284MaRDI QIDQ3322938zbMATH OpenOpenAlexFDO

Authors Minoru W. Yoshida

Publication date 1984

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508408833284

zbMATH Keywords

optimal stopping problemstopping times

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Continuous-time Markov processes on general state spaces (60J25)

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Cites work

• scientific article; zbMATH DE number 3505981 (Why is no real title available?)
• scientific article; zbMATH DE number 3567644 (Why is no real title available?)
• scientific article; zbMATH DE number 3215021 (Why is no real title available?)
• scientific article; zbMATH DE number 3421791 (Why is no real title available?)
• On a Quickest Detection Problem
• On Optimum Methods in Quickest Detection Problems
• On the optimal filtering of diffusion processes
• Probability maximizing approach to optimal stopping and its application to a disorder problem

Cited in

(2)

• On the martingale and free-boundary approaches in sequential detection problems with exponential penalty for delay
• Detection of a Markovian target with optimization of the search efforts under generalized linear constraints

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