A detection problem with a monotone observation rate

DOI10.1016/J.SPA.2024.104337MaRDI QIDQ6496992zbMATH OpenFDO

Authors Erik Ekström, Alessandro Milazzo

Publication date 6 May 2024

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

optimal stoppingstochastic controlincomplete informationstochastic filteringquickest detection

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX)

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Cites work

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• How to Detect a Salami Slicer: A Stochastic Controller-and-Stopper Game with Unknown Competition
• Investment timing with incomplete information and multiple means of learning
• Multi-dimensional sequential testing and detection
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Cited in

(1)

• On the monotonicity of the stopping boundary for time-inhomogeneous optimal stopping problems

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