论文标题
检测障碍，昂贵的观察结果
Disorder Detection with Costly Observations
论文作者
论文摘要
我们研究Wiener障碍检测问题，每个观察结果都与正成本相关。在这种情况下，一对策略是由一系列观察时间组成的对，并与疾病声明相对应的停止时间。我们将疾病问题的最低成本描述为昂贵的观察结果是特定跳跃操作员的独特固定点，我们确定了最佳策略。
We study the Wiener disorder detection problem where each observation is associated with a positive cost. In this setting, a strategy is a pair consisting of a sequence of observation times and a stopping time corresponding to the declaration of disorder. We characterize the minimal cost of the disorder problem with costly observations as the unique fix-point of a certain jump operator, and we determine the optimal strategy.
