Asymptotic properties of the solution to the sequential testing problem on a finite horizon

DOI10.1070/RM2015V070N04ABEH004959zbMATH Open1332.60061OpenAlexW2528311473MaRDI QIDQ3465086FDOQ3465086

Authors: S. D. Gorban 

Publication date: 28 January 2016

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm2015v070n04abeh004959

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zbMATH Keywords

asymptotic propertiesfinite horizonsequential testing problem

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• The Wiener Sequential Testing Problem with Finite Horizon

Cited In (6)

• On one problem of hypothesis testing
• Title not available (Why is that?)
• The Wiener Sequential Testing Problem with Finite Horizon
• Title not available (Why is that?)
• The minimax Wiener sequential testing problem
• On the sequential testing problem for some diffusion processes

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