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<p>This review paper discusses firstly some statistical optimization problems that are known as “changed point” detection based on data given for all possible times of observation. The main text concerns the “quickest detection problems” in the case of sequential observations.</p>

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STOCHASTIC OPTIMAL STOPPING PROBLEMS IN THE THEORY OF CONTROLLED RANDOM PROCESSES

  • 期刊论文

  • 发表日期：

    2025年4月21日

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  • Albert N. Shiryaev

摘要

This review paper discusses firstly some statistical optimization problems that are known as “changed point” detection based on data given for all possible times of observation. The main text concerns the “quickest detection problems” in the case of sequential observations.