Abstract

This research considers the problem of sequential quality control and presents different methods for the quick detection, with low false alarm rate, of a change in a stochastic system. The paper focuses on recently proposed control schemes called Nested Plans. These schemes include two unknown parameters that essentially impact their efficiency. The research presents a way to find the optimal values of the parameters, and shows that Nested Plans with the correct choice of the parameters are very efficient, robust and simple for practical applications.