标题： 对布朗运动漂移的顺序检验，具有改变决策的可能性 显示英文标题

标题： A sequential test for the drift of a Brownian motion with a possibility to change a decision

摘要： 我们构建了一个关于不可观测漂移系数的布朗运动两个简单假设的贝叶斯序贯检验，允许在后续时间点因某种惩罚而改变初始决策。 这种检验程序允许在发现初始决策错误时进行更正。 该检验基于后验均值过程的观察，并做出初始决策，并可能在该过程穿越某些阈值时进行更改。 该问题的解是通过将其简化为联合最优停止和最优切换问题来获得的。 显示英文摘要

摘要： We construct a Bayesian sequential test of two simple hypotheses about the value of the unobservable drift coefficient of a Brownian motion, with a possibility to change the initial decision at subsequent moments of time for some penalty. Such a testing procedure allows to correct the initial decision if it turns out to be wrong. The test is based on observation of the posterior mean process and makes the initial decision and, possibly, changes it later, when this process crosses certain thresholds. The solution of the problem is obtained by reducing it to joint optimal stopping and optimal switching problems.