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07/25/2020
A sequential test for the drift of a Brownian motion with a possibility to change a decision
We construct a Bayesian sequential test of two simple hypotheses about t...
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08/03/2019
Sequential tracking of an unobservable two-state Markov process under Brownian noise
We consider an optimal control problem, where a Brownian motion with dri...
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04/08/2018
