Geodesic
On equations for the optimal stopping boundaries in Chernoff's two-hypotheses testing problem
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 66 (2011) no. 5, pp. 1012-1013 Cet article a éte moissonné depuis la source Math-Net.Ru

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     author = {M. V. Zhitlukhin and A. A. Muravlev},
     title = {On equations for the optimal stopping boundaries in {Chernoff's} two-hypotheses testing problem},
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M. V. Zhitlukhin; A. A. Muravlev. On equations for the optimal stopping boundaries in Chernoff's two-hypotheses testing problem. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 66 (2011) no. 5, pp. 1012-1013. http://geodesic.mathdoc.fr/item/RM_2011_66_5_a6/

[1] H. Chernoff, Fourth Berkeley Symp., 1 (1961), 79–91 | MR | Zbl

[2] J. Breakwell, H. Chernoff, Ann. Math. Statist., 35:1 (1964), 162–173 | DOI | MR | Zbl

[3] H. Chernoff, Ann. Math. Statist., 36:1 (1965), 28–54 | DOI | MR | Zbl

[4] H. Chernoff, Ann. Math. Statist., 36:1 (1965), 55–68 | DOI | MR | Zbl

[5] G. Peskir, A. Shiryaev, Optimal stopping and free-boundary problems, Birkhäuser, Basel, 2006 | MR | Zbl