论文标题
多维顺序测试和检测
Multi-dimensional sequential testing and detection
论文作者
论文摘要
我们研究了布朗运动的经典贝叶斯顺序测试和检测问题的较高维度的扩展。在主要结果中，我们表明，对于大量的问题表述，成本函数是单方面的。然后使用该凹度结果推断出在特定示例中延续和停止区域的结构特性。
We study extensions to higher dimensions of the classical Bayesian sequential testing and detection problems for Brownian motion. In the main result we show that, for a large class of problem formulations, the cost function is unilaterally concave. This concavity result is then used to deduce structural properties for the continuation and stopping regions in specific examples.
