References
V. S. Mikhalevich, “Bayesian choice between two hypotheses on the mean of a normal process” Visnyk Kyivs'koho Universytetu, 1, 1, Kiev, pp. 101–104, 1958.
A. N. Shiryaev, “The problem of earllest detection of the violation of a stendy state” DAN SSSR, Moscow, 1938, 5, pp. 1039–1042, 1961.
A. N. Shiryaev, “On optimal methods in carliest detection problems,” Teoriya veryatnostei i ee primeneniya, VIII, 1, Moscow, pp. 26–51, 1963.
V. S. Mikhalevich, “Sequantial Bayesian decisions and optimal methods of reception statistical control,” Teoriya veroyatnostel i ee primeneniya, 1, Moscow, pp. 437–465, 1965.
B. L. Grigelionis and A. N. Shiryaev, “On Stefan's problem and the optimal rules for stopping Markov processes,” Teoriya veroyatnostei i ee primeneniya, XI, 4, Moscow, 1966.
E. B. Dynkin, Fundamentals of the Theory of Markov Processes [in Russian], Fizmatgiz, Moscow, 1959.
E. B. Dynkin, Markov Processes [in Russian], Fizmatgiz, Moscow, 1963.
A. N. Shiryaev, “On stochastic equations in the theory of conditional Markov processes,” Teoriya veroyatnostei i ee primeneniya, IX, 1, Moscow, pp. 200–206, 1966.
R. L. Stratonovich, Conditional Markov Processes and Their Application to the Theory of Optimal Control [in Russian], Izd-vo MGU, Moscow, 1966.
E. B. Dynkin, “Optimal choice of the instant of stopping a Markov process,” DAN SSSR, Moscow, 150, 2, pp. 238–240, 1963.
A. N. Shiryaev, “Some exact formulas in the problem of ‘discrepancy’” Teoriya veroyatnostei i ee primeneniya, X, 2, Moscow, pp. 380–385, 1965.
Author information
Authors and Affiliations
Additional information
Kibernetika, Vol. 3, No. 2, pp. 79–86, 1967
Rights and permissions
About this article
Cite this article
Shiryaev, A.N. Two problems of sequential analysis. Cybern Syst Anal 3, 63–69 (1967). https://doi.org/10.1007/BF01078755
Issue Date:
DOI: https://doi.org/10.1007/BF01078755