Asymptotically optimal sampling policy for quickest change detection with observation-switching cost
We consider the problem of quickest change detection (QCD) in a signal where its observations are obtained using a set of actions, and switching from one action to another comes with a cost. The objective is to design a stopping rule consisting of a sampling policy to determine the sequence of actio...
Saved in:
Main Authors: | Lau, Tze Siong, Tay, Wee Peng |
---|---|
Other Authors: | School of Electrical and Electronic Engineering |
Format: | Article |
Language: | English |
Published: |
2021
|
Subjects: | |
Online Access: | https://hdl.handle.net/10356/152708 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Nanyang Technological University |
Language: | English |
Similar Items
-
Quickest change detection under a nuisance change
by: Lau, Tze Siong, et al.
Published: (2020) -
Quickest change detection in the presence of a nuisance change
by: Lau, Tze Siong, et al.
Published: (2021) -
A binning approach to quickest change detection with unknown post-change distribution
by: Lau, Tze Siong, et al.
Published: (2020) -
Discussion on "Quickest detection problems: Fifty years later" by Albert N. Shiryaev
by: Chan, H.P.
Published: (2014) -
Operationally constrained quickest change detection with multiple post-change distributions
by: Lau, Tze Siong
Published: (2020)