60 citations · 87 across the 11 of their papers we have counts for
Showing 2021Show all
2 papers · 1 filter
math.PR2021
A sequential estimation problem with control and discretionary stopping
Erik Ekström, Ioannis Karatzas
We show that "full-bang" control is optimal in a problem that combines features of (i) sequential least-squares {\it estimation} with Bayesian updating, for a random quantity obser…
math.ST2021
Bayesian sequential composite hypothesis testing in discrete time
Erik Ekström, Yuqiong Wang
We study the sequential testing problem of two alternative hypotheses regarding an unknown parameter in an exponential family when observations are costly. In a Bayesian setting, t…