  We consider the simple changepoint problem setting, where observations are
independent, iid pre-change and iid post-change, with known pre- and
post-change distributions. The Shiryaev-Roberts detection procedure is known to
be asymptotically minimax in the sense of minimizing maximal expected detection
delay subject to a bound on the average run length to false alarm, as the
latter goes to infinity. Here we present other optimality properties of the
Shiryaev-Roberts procedure.
