16 citations · 27 across the 26 of their papers we have counts for
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math.ST2016
Minimax Optimality of Shiryaev-Roberts Procedure for Quickest Drift Change Detection of a Brownian motion
Taposh Banerjee, George V. Moustakides
The problem of detecting a change in the drift of a Brownian motion is considered. The change point is assumed to have a modified exponential prior distribution with unknown parame…
stat.AP2016
Quickest Change Detection Approach to Optimal Control in Markov Decision Processes with Model Changes
Taposh Banerjee, Miao Liu, Jonathan P. How
Optimal control in non-stationary Markov decision processes (MDP) is a challenging problem. The aim in such a control problem is to maximize the long-term discounted reward when th…