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)

Full work available at URL https://doi.org/10.1016/J.SPA.2024.104337

zbMATH Keywords

incomplete informationoptimal stoppingquickest detectionstochastic controlstochastic filtering

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX)

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Cites work

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Cited in

(1)

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

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