Paper by: Peter Frazier and Angela Yu (NIPS 2007).

The paper presents a generalisation to the classic Wald-Wolfowitz result in the sequential hypothesis setting. They modify the problem to incorporate stochastic deadlines and incorporate a more general loss function. The paper solves the problem using dynamic programming techniques under a bayesian setting. I intend to talk a little bit about the Wald-Wolfowitz solution and then discuss the paper.

Zoom link:
https://zoom.us/j/93889521556?pwd=eEFJWVRtRHNpNlpZWmhNYTJGQTF6Zz09