Sequential sensor installation for Wiener disorder detection

DOI10.1287/MOOR.2015.0756MaRDI QIDQ3186529zbMATH OpenOpenAlexFDO

Authors Savas Dayanik, Semih Onur Sezer

Publication date 10 August 2016

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/11693/37031

zbMATH Keywords

multisensor sequential change detectionoptimal multiple stoppingWiener disorder problem

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Bayesian problems; characterization of Bayes procedures (62C10) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

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Cites work

• A note on Ritov's Bayes approach to the minimax property of the cusum procedure
• A note on sequential detection with exponential penalty for the delay.
• A randomized art-gallery algorithm for sensor placement
• Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models
• Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems
• Bayes Solutions of Sequential Decision Problems
• Decentralized quickest change detection
• Filling the gap between American and Russian options: adjustable regret
• Grid coverage for surveillance and target location in distributed sensor networks
• scientific article; zbMATH DE number 5016447 (Why is no real title available?)
• Information Bounds and Quickest Change Detection in Decentralized Decision Systems
• Multisource Bayesian sequential change detection
• Near-optimal sensor placements in Gaussian processes: theory, efficient algorithms and empirical studies
• On Optimum Methods in Quickest Detection Problems
• On the Wiener disorder problem
• One Shot Schemes for Decentralized Quickest Change Detection
• Optimal and Asymptotically Optimal CUSUM Rules for Change Point Detection in the Brownian Motion Model with Multiple Alternatives
• Optimal multiple stopping of linear diffusions
• Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion model
• Quickest Change Detection of a Markov Process Across a Sensor Array
• Quickest detection in coupled systems
• Robustness of the \(N\)-CUSUM stopping rule in a Wiener disorder problem
• The Wiener disorder problem with finite horizon
• Wiener disorder problem with observations at fixed discrete time epochs

Cited in

(1)

• A detection problem with a monotone observation rate

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