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The next meeting of the

National Seminar on Probability and Statistics

will be held on February 15, 2023, at 2:00 p.m. (UTC +2) in Room 403 of the Institute of Mathematics and Informatics.

A talk on:

The Disorder Problem. A POMDP approach

will be delivered by

Doncho Donchev (FMI – SU).

Abstract: We revisit the discrete time disorder problem. The classical approach to it is based on optimal stopping rules and martingale techniques. We include it into the framework of Partially Observable Markov Decision Processes which improves the quality of detection, and allows, in some cases, to find solutions to Bellman’s equation.


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