The general discrete time disorder problem
From MaRDI portal
Publication:4727931
DOI10.1080/17442508708833438zbMath0618.60041MaRDI QIDQ4727931
Publication date: 1987
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508708833438
optimal stopping; abstract model of the disorder of a discrete time stochastic process; stopping rule to detect the disorder
60G40: Stopping times; optimal stopping problems; gambling theory
Related Items
Detecting changes in signals and systems - a survey, Quickest detection with exponential penalty for delay
Cites Work