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math.OC2025
Reinforcement Learning for Optimal Stopping in POMDPs with Application to Quickest Change Detection
Austin Cooper, Sean Meyn
The field of quickest change detection (QCD) focuses on the design and analysis of online algorithms that estimate the time at which a significant event occurs. In this paper, desi…
math.OC2024
Reinforcement Learning Design for Quickest Change Detection
Austin Cooper, Sean Meyn
The field of quickest change detection (QCD) concerns design and analysis of algorithms to estimate in real time the time at which an important event takes place, and identify prop…