Malladi, D. and Speyer, J. (1999) A Generalized Shiryayev Sequential Probability Ratio Test for Change Detection and Isolation. IEEE Transactions on Automatic Control, 44, 1522-1534.
http://dx.doi.org/10.1109/9.780416

has been cited by the following article:

• TITLE: Incorporating Uncertain Costs within a Series of Sequential Probability Ratio Tests

  AUTHORS: Conor McMeel, Brett Houlding

  KEYWORDS: Adaptive Utility, Hypothesis Testing, Sequential Analysis, Sequential Probability Ratio Test

  JOURNAL NAME: Open Journal of Statistics, Vol.6 No.5, October 21, 2016

  ABSTRACT: We consider an extension to Sequential Probability Ratio Tests for when we have uncertain costs, but also opportunity to learn about these in an adaptive manner. In doing so we demonstrate the effects that allowing uncertainty has on observation cost, and the costs associated with Type I and Type II error. The value of information relating to modelled uncertainties is derived and the case of statistical dependence between the parameter affecting decision outcome and the parameter affecting unknown cost is also examined. Numerical examples of the derived theory are provided, along with a simulation comparing this adaptive learning framework to the classical one.