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

DOI10.1070/RM2015V070N04ABEH004959MaRDI QIDQ3465086zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3045589 (Why is no real title available?)
• The Wiener Sequential Testing Problem with Finite Horizon

Cited in

(6)

• On the sequential testing problem for some diffusion processes
• On one problem of hypothesis testing
• scientific article; zbMATH DE number 4076381 (Why is no real title available?)
• The Wiener Sequential Testing Problem with Finite Horizon
• scientific article; zbMATH DE number 4119436 (Why is no real title available?)
• The minimax Wiener sequential testing problem

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