The decentralized quickest detection problem

1982 ◽  
Author(s):  
Demosthenis Teneketzis
Keyword(s):  
Detection Problem ◽  
Quickest Detection

scholarly journals A quickest detection problem with an observation cost

2015 ◽  
Vol 25 (3) ◽  
pp. 1475-1512 ◽  
Author(s):  
Robert C. Dalang ◽  
Albert N. Shiryaev
Keyword(s):  
Detection Problem ◽  
Quickest Detection

On a quickest detection problem with variable monitoring

1976 ◽  
Vol 13 (4) ◽  
pp. 760-767
Author(s):  
D. W. Balmer
Keyword(s):  
Optimal Stopping ◽  
Optimal Policy ◽  
Necessary Conditions ◽  
Fast Mode ◽  
Optimal Stopping Problem ◽  
Detection Problem ◽  
Quickest Detection ◽  
Necessary Conditions Of Optimality ◽  
And Control ◽  
Monitoring Facility

The problem of detecting the arrival of a ‘disorder' in a process observed through a monitoring facility which may operate in ‘slow’ or ‘fast’ mode, is formulated as an optimal stopping problem. It is shown that in all circumstances where there may exist an optimal policy specifying the mode of observation and the time of stopping there is a unique policy satisfying certain necessary conditions of optimality; the various circumstances and control policies are specified.

The decentralized quickest detection problem

1984 ◽  
Vol 29 (7) ◽  
pp. 641-644 ◽  
Author(s):  
D. Teneketzis ◽  
P. Varaiya
Keyword(s):  
Detection Problem ◽  
Quickest Detection

On a quickest detection problem with costly information

1975 ◽  
Vol 12 (01) ◽  
pp. 87-97 ◽  
Author(s):  
D. W. Balmer
Keyword(s):  
Optimal Stopping ◽  
Necessary Conditions ◽  
Control Policy ◽  
Optimal Stopping Problem ◽  
Detection Problem ◽  
Central Importance ◽  
Quickest Detection ◽  
Necessary Conditions For Optimality ◽  
And Control

Problems of detecting the arrival of a ‘disorder' are of central importance in quality control. One such problem is formulated as an optimal stopping problem in which information about the process to be stopped may be bought at any time. A control policy will involve a determination of times at which information should be bought and of the time at which the process should be stopped. It is shown that in all circumstances there is a unique policy satisfying necessary conditions for optimality; the various circumstances and control policies are specified.

On a quickest detection problem with costly information

1975 ◽  
Vol 12 (1) ◽  
pp. 87-97 ◽  
Author(s):  
D. W. Balmer
Keyword(s):  
Optimal Stopping ◽  
Necessary Conditions ◽  
Control Policy ◽  
Optimal Stopping Problem ◽  
Detection Problem ◽  
Central Importance ◽  
Quickest Detection ◽  
Necessary Conditions For Optimality ◽  
And Control

Problems of detecting the arrival of a ‘disorder' are of central importance in quality control. One such problem is formulated as an optimal stopping problem in which information about the process to be stopped may be bought at any time. A control policy will involve a determination of times at which information should be bought and of the time at which the process should be stopped. It is shown that in all circumstances there is a unique policy satisfying necessary conditions for optimality; the various circumstances and control policies are specified.

On a quickest detection problem with variable monitoring

1976 ◽  
Vol 13 (04) ◽  
pp. 760-767
Author(s):  
D. W. Balmer
Keyword(s):  
Optimal Stopping ◽  
Optimal Policy ◽  
Necessary Conditions ◽  
Fast Mode ◽  
Optimal Stopping Problem ◽  
Detection Problem ◽  
Quickest Detection ◽  
Necessary Conditions Of Optimality ◽  
And Control ◽  
Monitoring Facility

The problem of detecting the arrival of a ‘disorder' in a process observed through a monitoring facility which may operate in ‘slow’ or ‘fast’ mode, is formulated as an optimal stopping problem. It is shown that in all circumstances where there may exist an optimal policy specifying the mode of observation and the time of stopping there is a unique policy satisfying certain necessary conditions of optimality; the various circumstances and control policies are specified.

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