PROCEDURES FOR REACTING TO A CHANGE IN DISTRIBUTION

作者: G. Lorden

DOI: 10.1214/AOMS/1177693055

关键词: MathematicsOdds algorithmMathematical optimizationDistribution (number theory)Quality (business)Optimal stoppingControl (management)Asymptotically optimal algorithmReliability theorySimple (abstract algebra)

摘要: A problem of optimal stopping is formulated and simple rules are proposed which asymptotically in an appropriate sense. The central importance quality control also has applications reliability theory other areas.

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