Quickest Detection of a Hidden Target and Extremal Surfaces
نویسنده
چکیده
where the surfaces f∗ and g∗ can be characterised as extremal solutions to a couple of first-order nonlinear PDEs expressed in terms of the infinitesimal characteristics of X and c . This is done by extending the arguments associated with the maximality principle [29] to the three-dimensional setting of the present problem and disclosing the general structure of the solution that is valid in all particular cases. The key arguments developed in the proof should be applicable in similar multi-dimensional settings.
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