You are not currently logged in.
Access JSTOR through your library or other institution:
If You Use a Screen ReaderThis content is available through Read Online (Free) program, which relies on page scans. Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
On a Quickest Detection Problem with Variable Monitoring
D. W. Balmer
Journal of Applied Probability
Vol. 13, No. 4 (Dec., 1976), pp. 760-767
Published by: Applied Probability Trust
Stable URL: http://www.jstor.org/stable/3212531
Page Count: 8
You can always find the topics here!Topics: Necessary conditions for optimality, Optimal policy, Boundary conditions, Mathematical theorems, Mathematical problems, Value theorems, Materials processing
Were these topics helpful?See somethings inaccurate? Let us know!
Select the topics that are inaccurate.
Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Preview not available
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.
Journal of Applied Probability © 1976 Applied Probability Trust