Robert C. Dalang, Albert N. Shiryaev, “A quickest detection problem with an observation cost”, Ann. Appl. Probab., 2015, Volume 25, Issue 3,Pages <nobr>1475–1512</nobr>

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JOURNALS // Annals of Applied Probability // Archive

Ann. Appl. Probab., 2015, Volume 25, Issue 3, Pages 1475–1512 (Mi aapro1)

This article is cited in 5 papers

A quickest detection problem with an observation cost

Robert C. Dalang^a, Albert N. Shiryaev^b

^a Ecole Polytech Fed Lausanne, Inst Math, Stn 8, CH-1015 Lausanne, Switzerland
^b Steklov Math Inst, Dept Probabil Theory & Math Stat, Moscow 119991, Russia

Language: English

DOI: 10.1214/14-AAP1028

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