On a quickest detection problem with costly information

1975 ◽  
Vol 12 (01) ◽  
pp. 87-97 ◽  
Author(s):  
D. W. Balmer

Problems of detecting the arrival of a ‘disorder' are of central importance in quality control. One such problem is formulated as an optimal stopping problem in which information about the process to be stopped may be bought at any time. A control policy will involve a determination of times at which information should be bought and of the time at which the process should be stopped. It is shown that in all circumstances there is a unique policy satisfying necessary conditions for optimality; the various circumstances and control policies are specified.

1975 ◽  
Vol 12 (1) ◽  
pp. 87-97 ◽  
Author(s):  
D. W. Balmer

Problems of detecting the arrival of a ‘disorder' are of central importance in quality control. One such problem is formulated as an optimal stopping problem in which information about the process to be stopped may be bought at any time. A control policy will involve a determination of times at which information should be bought and of the time at which the process should be stopped. It is shown that in all circumstances there is a unique policy satisfying necessary conditions for optimality; the various circumstances and control policies are specified.


1976 ◽  
Vol 13 (4) ◽  
pp. 760-767
Author(s):  
D. W. Balmer

The problem of detecting the arrival of a ‘disorder' in a process observed through a monitoring facility which may operate in ‘slow’ or ‘fast’ mode, is formulated as an optimal stopping problem. It is shown that in all circumstances where there may exist an optimal policy specifying the mode of observation and the time of stopping there is a unique policy satisfying certain necessary conditions of optimality; the various circumstances and control policies are specified.


1976 ◽  
Vol 13 (04) ◽  
pp. 760-767
Author(s):  
D. W. Balmer

The problem of detecting the arrival of a ‘disorder' in a process observed through a monitoring facility which may operate in ‘slow’ or ‘fast’ mode, is formulated as an optimal stopping problem. It is shown that in all circumstances where there may exist an optimal policy specifying the mode of observation and the time of stopping there is a unique policy satisfying certain necessary conditions of optimality; the various circumstances and control policies are specified.


2001 ◽  
Vol 38 (3) ◽  
pp. 672-684 ◽  
Author(s):  
Alfred Müller ◽  
Ludger Rüschendorf

The optimal stopping value of random variables X1,…,Xn depends on the joint distribution function of the random variables and hence on their marginals as well as on their dependence structure. The maximal and minimal values of the optimal stopping problem is determined within the class of all joint distributions with fixed marginals F1,…,Fn. They correspond to some sort of strong negative or positive dependence of the random variables. Any value inbetween these two extremes is attained for some dependence structures. The determination of the minimal value is based on some new ordering results for probability measures, in particular on lattice properties of stochastic orderings. We also identify properties of dependence structures leading to the minimal optimal stopping value. In the proofs we need an extension of Strassen's theorem on representation of the convex order which reveals that convex ordered distributions can be coupled by a two-step martingale (X,Y) with the additional property that Y is stochastically increasing in X.


2001 ◽  
Vol 38 (03) ◽  
pp. 672-684 ◽  
Author(s):  
Alfred Müller ◽  
Ludger Rüschendorf

The optimal stopping value of random variables X 1,…,X n depends on the joint distribution function of the random variables and hence on their marginals as well as on their dependence structure. The maximal and minimal values of the optimal stopping problem is determined within the class of all joint distributions with fixed marginals F 1,…,F n . They correspond to some sort of strong negative or positive dependence of the random variables. Any value inbetween these two extremes is attained for some dependence structures. The determination of the minimal value is based on some new ordering results for probability measures, in particular on lattice properties of stochastic orderings. We also identify properties of dependence structures leading to the minimal optimal stopping value. In the proofs we need an extension of Strassen's theorem on representation of the convex order which reveals that convex ordered distributions can be coupled by a two-step martingale (X,Y) with the additional property that Y is stochastically increasing in X.


Author(s):  
Amankwah K.S. ◽  
A.D. Weberg ◽  
R.C. Kaufmann

Previous research has revealed that passive (involuntary inhalation) tobacco smoking during gestation can have adverse effects upon the developing fetus. These prior investigations did not concentrate on changes in fetal morphology. This study was undertaken to delineate fetal neural abnormalities at the ultrastructural level in mice pups exposed in utero to passive maternal smoking.Pregnant study animals, housed in a special chamber, were subjected to cigarette smoke daily from conception until delivery. Blood tests for determination of carbon monoxide levels were run at 15-18 days gestation. Sciatic nerve tissue from experimental and control animals were obtained following spontaneous delivery and fixed in 2.5% gluteraldehyde in 0.1M cacodylate buffer pH 7.3. The samples were post-fixed in osmium ferrocyanide (1:1 mixture of 1.5% aqueous OSO4 and 2.5% K4 Fe(CN)6). Following dehydration, the tissues were infiltrated with and embedded in Spurr. Sections were stained with uranyl acetate and lead citrate.


Author(s):  
Prong Kongsubto ◽  
Sirarat Kongwudthiti

Abstract Organic solderability preservatives (OSPs) pad is one of the pad finishing technologies where Cu pad is coated with a thin film of an organic material to protect Cu from oxidation during storage and many processes in IC manufacturing. Thickness of OSP film is a critical factor that we have to consider and control in order to achieve desirable joint strength. Until now, no non-destructive technique has been proposed to measure OSP thickness on substrate. This paper reports about the development of EDS technique for estimating OSP thickness, starting with determination of the EDS parameter followed by establishing the correlation between C/Cu ratio and OSP thickness and, finally, evaluating the accuracy of the EDS technique for OSP thickness measurement. EDS quantitative analysis was proved that it can be utilized for OSP thickness estimation.


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