On a generalized disorder problem

DOI10.1016/0304-4149(84)90305-3zbMATH Open0549.60038OpenAlexW1968959622MaRDI QIDQ800035FDOQ800035

Authors: Tomasz Bojdecki, Jerzy Hosza 

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1016/0304-4149(84)90305-3

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zbMATH Keywords

stopping ruleoptimal stopping

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• On Optimum Methods in Quickest Detection Problems
• Title not available (Why is that?)
• Title not available (Why is that?)
• Probability maximizing approach to optimal stopping and its application to a disorder problem
• On optimal stopping of a sequence of independent random variables- probability maximizing approach

Cited In (17)

• On-line detection of a part of a sequence with unspecified distribution
• Title not available (Why is that?)
• Title not available (Why is that?)
• Optimal detection of transition probability change in random sequence
• The general markov chain disorder problem
• Average delay time asymptotics in the generalized Bayesian Lévy disorder problem
• Quickest detection with exponential penalty for delay
• Analysis of bounded disorder
• Detecting changes in signals and systems - a survey
• The general discrete time disorder problem
• On a Formulation of the Multiple"Disorder" Problem
• Title not available (Why is that?)
• The optimal forecasting for the multinomial scheme with disorder
• Optimal on-line detection of outside observations
• Title not available (Why is that?)
• On optimal stopping of risk processes with regime switching
• Change-point problems: bibliography and review

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