Quickest detection in the Wiener disorder problem with post-change uncertainty - Yang, Heng; Hadjiliadis, Olympia; Ludkovski, Michael (Stochastics (Abingdon, Eng. : 2005), 2017)
Keywords: Asymptotic optimality; Asymptotic properties; change point detection; composite stopping time; Control charts; CUSUM reaction period; Delay; Drift; equential analysis; Optimization; Probability theory; Randomness; Strategy; Uncertainty; Wiener disorder problem