Optimal sequential testing of two simple hypotheses in presence of control variables
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Publication:6211883
arXiv0812.1395MaRDI QIDQ6211883
Publication date: 7 December 2008
Statistics (62-XX) Optimal stochastic control (93E20) Statistical decision theory (62C99) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)