5 papers
Sequential anomaly identification with observation control under generalized error metrics
Aristomenis Tsopelakos, Georgios Fellouris
The problem of sequential anomaly detection and identification is considered, where multiple data sources are simultaneously monitored and the goal is to identify in real time thos…
Multiple sequences Prophet Inequality Under Observation Constraints
Aristomenis Tsopelakos, Olgica Milenkovic
In our problem, we are given access to a number of sequences of nonnegative i.i.d. random variables, whose realizations are observed sequentially. All sequences are of the same fin…
Ordering sampling rules for sequential anomaly identification under sampling constraints
Aristomenis Tsopelakos, Georgios Fellouris
We consider the problem of sequential anomaly identification over multiple independent data streams, under the presence of a sampling constraint. The goal is to quickly identify th…
Sequential anomaly detection with sampling constraints
Aristomenis Tsopelakos, Georgios Fellouris
The problem of sequential anomaly detection is considered, where multiple data sources are monitored in real time and the goal is to identify the "anomalous" ones among them, when…
Optimal Policies for the Sequential Stochastic Threshold Assignment Problem
Aristomenis Tsopelakos
The Stochastic Sequential Threshold Assignment Problem (SSTAP) addresses the optimal assignment of arriving tasks (jobs) to available resources (workers) to maximize a reward funct…