Disorder problem

In the study of stochastic processes in mathematics, a disorder problem (or quickest detection problem) has been formulated by Kolmogoroff.

References

• H. Vincent Poor and Olympia Hadjiliadis (2008). Quickest Detection (First edition ed.). Cambridge: Cambridge University Press. ISBN ISBN-13: 9780521621045. {{cite book}}: |edition= has extra text (help); Check |isbn= value: invalid character (help)
• Shiryaev, Albert N. (2007). Optimal Stopping Rules. Springer. ISBN 3540740104.