In the study of stochastic processes in mathematics, a disorder problem or quickest detection problem (formulated by Kolmogorov) is the problem of using ongoing observations of a stochastic process to detect as soon as possible when the probabilistic properties of the process have changed. This is a type of change detection problem.
An example case is to detect the change in the drift parameter of a Wiener process.
References
Disorder problem Wikipedia(Text) CC BY-SA