Robert C. Dalang, Albert N. Shiryaev, “A quickest detection problem with an observation cost”, Annals of Applied Probability, 2015, Volume 25, Issue 3, Pages 1475

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Annals of Applied Probability

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Annals of Applied Probability, 2015, Volume 25, Issue 3, Pages 1475–1512
DOI: https://doi.org/10.1214/14-AAP1028 (Mi aapro1)

This article is cited in 5 scientific papers (total 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

Citations (5)

DOI: https://doi.org/10.1214/14-AAP1028

Funding agency	Grant number
Swiss National Science Foundation
Russian Foundation for Basic Research	11-01-00949-a
Ministry of Education and Science of the Russian Federation	11.G34.31.0073
Supported in part by the Swiss National Foundation for Scientific Research. Supported in part by the Russian Foundation for Basic Research (project 11-01-00949-a) and PreMoLab, Moscow Institute of Physics and Technology (project 11.G34.31.0073).

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Document Type: Article

Language: English

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This publication is cited in the following 5 articles:

Erik Ekström, Alessandro Milazzo, “A detection problem with a monotone observation rate”, Stochastic Processes and their Applications, 172 (2024), 104337
Christoph Reisinger, Jonathan Tam, “Markov Decision Processes with Observation Costs: Framework and Computation with a Penalty Scheme”, Mathematics of OR, 2024
Erik Ekström, Ioannis Karatzas, “A sequential estimation problem with control and discretionary stopping”, PUQR, 7:3 (2022), 151
Erhan Bayraktar, Erik Ekström, Jia Guo, “Disorder detection with costly observations”, J. Appl. Probab., 59:2 (2022), 338
Albert N. Shiryaev, Probability Theory and Stochastic Modelling, 93, Stochastic Disorder Problems, 2019, 139

Citing articles in Google Scholar: Russian citations, English citations
Related articles in Google Scholar: Russian articles, English articles

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