Browsing by Keywords "Wiener disorder problem"
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Sequential sensor installation for wiener disorder detection
(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
(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 ...