A Bayesian Problem of Sequential Search in Diffusion Approximation
R. Liptser, Albert Nikolaevich Shiryaev · Theory of Probability and Its Applications · 1965
Previous article Next article A Bayesian Problem of Sequential Search in Diffusion ApproximationR. Sh. Liptser and A. N. ShiryaevR. Sh. Liptser and A. N. Shiryaevhttps://doi.org/10.1137/1110023PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] V. S. Mikhalevich, A Bayesian choice between two hypotheses for the mean value of a normal process, Visnik Kiev Univ., 1 (1958), 101–104, (In Ukrainian.) Google Scholar[2] A. N. Širjaev, On the theory of decision functions and control by an observation process with incomplete dataTrans. Third Prague Conf. Information Theory, Statist. Decision Functions, Random Processes (Liblice, 1962), Publ. House Czech. Acad. Sci., Prague, 1964, 657–681, (In Russian.) MR0171360 0207.46705 Google Scholar[3] Y. S. Chow and , Herbert Robbins, On optimal stopping rules, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete, 2 (1963), 33–49 10.1007/BF00535296 MR0157465 0161.16302 CrossrefGoogle Scholar[4] K. Sh. Zigangirov, A search problem in a system with a finite number of positions, Radiotekhn. i Electronika, 8 (1963), 16–23, (In Russian.) Google Scholar Previous article Next article FiguresRelatedReferencesCited byDetails When is it best to follow the leader?Stochastic Processes and their Applications, Vol. 130, No. 6 Cross Ref Volume 10, Issue 1| 1965Theory of Probability & Its Applications History Submitted:28 July 1964Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1110023Article page range:pp. 178-186ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics