Asymptotically optimal Bayesian sequential change detection and identification rules
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Publication:378756
DOI10.1007/S10479-012-1121-6zbMATH Open1365.62322OpenAlexW2131889312MaRDI QIDQ378756FDOQ378756
Authors: Savas Dayanik, Warren Powell, Kazutoshi Yamazaki 
Publication date: 12 November 2013
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11693/20831
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Cited In (10)
- Sequential change diagnosis revisited and the Adaptive Matrix CuSum
- Asymptotically pointwise optimal change detection in multiple channels
- Bayesian sequential change diagnosis
- Minimax and pointwise sequential changepoint detection and identification for general stochastic models
- Bayesian sequential joint detection and estimation
- Sequential change detection and hypothesis testing. General non-i.i.d. stochastic models and asymptotically optimal rules
- Detection and identification of changes of hidden Markov chains: asymptotic theory
- Asymptotically optimal multi-armed bandit policies under a cost constraint
- Normal bandits of unknown means and variances
- Asymptotically optimal Bayesian sequential change detection and identification rules
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