The paper is devoted, first of all, to the detailed description of the aims of our works on the quickest detection of the spontaneously appearing effects (say, in radio-location, control of industrial processes, etc.). Secondly, we describe different approaches to finding the optimal methods in the multistage schemes and Bayesian versions coupled with the recent results based essentially on the sequential methods and optimal stopping theory.
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Albert N. Shiryaev (2010) studied this question.
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