Sequential analysis: Some classical problems and new challenges

We give a brief review of the developments in several classical problems of sequential analysis and their applications to biomedicine, economics and e ngineering. Even though it can only focus on a limited number of topics, th e review shows that sequential analysis is still a vibrant subject after si x decades of continual development, with fresh ideas brought in from variou s fields of application and through interactions with other branches of sta tistics and prohability. We conclude with some remarks on the opportunities and challenges ahead.