The optimal decision rule in the Kiefer-Weiss problem for a Brownian motion

Autor: Zhitlukhin, Mikhail V, Muravlev, Alexey A, Shiryaev, Albert N
Zdroj: Russian Mathematical Surveys; January 2013, Vol. 68 Issue: 2 p389-391, 3p
Databáze: Supplemental Index