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

A quickest detection problem with an observation cost

Robert C. Dalanga, Albert N. Shiryaevb

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

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).


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


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