Browsing by Keywords "Wiener disorder problem"

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    • Sequential sensor installation for wiener disorder detection 

      Dayanik, S.; Sezer, S. O. (Institute for Operations Research and the Management Sciences (I N F O R M S), 2016)
      We consider a centralized multisensor online quickest disorder detection problem where the observation from each sensor is a Wiener process gaining a constant drift at a common unobservable disorder time. The objective is ...

    • Wiener disorder problem with observations at fixed discrete time epochs 

      Dayanik, S. (Institute for Operations Research and the Management Sciences (I N F O R M S), 2010)
      Suppose that a Wiener process gains a known drift rate at some unobservable disorder time with some zero-modified exponential distribution. The process is observed only at known fixed discrete time epochs, which may not ...