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10/27/2021
A sequential estimation problem with control and discretionary stopping
We show that "full-bang" control is optimal in a problem that combines f...
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08/16/2021
Bayesian sequential composite hypothesis testing in discrete time
We study the sequential testing problem of two alternative hypotheses re...
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01/16/2019
Bayesian sequential least-squares estimation for the drift of a Wiener process
Given a Wiener process with unknown and unobservable drift, we seek to e...
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10/30/2017