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math.OC2022★ 1 cited
A quickest detection problem with false negatives
Tiziano De Angelis, Jhanvi Garg, Quan Zhou
We formulate and solve a variant of the quickest detection problem which features false negatives. A standard Brownian motion acquires a drift at an independent exponential random…
math.OC2018
When is it best to follow the leader?
Philip Ernst, L. C. G. Rogers, Quan Zhou
An object is hidden in one of boxes. Initially, the probability that it is in box is . You then search in continuous time, observing box at time , and rece…