Change detection problems are ubiquitous, but there are no existing tractable techniques for -exact solution of discrete-time, discrete-observation problems. A polynomialtime algorithm for solution of Markov Bayes change detection problems is presented. The algorithm combines backward induction on a tree with induction of bounds on the value function at specific points from those of neighboring points.
Joshua D. Isom, Robert E. LaBarre, Richard D. Braa