Dynamic sequential team multi-hypothesis testing under uniformly distributed nonstationary observations

Ji Woong Lee; Geir E. Dullerud

doi:10.1016/j.sysconle.2008.06.007

Dynamic sequential team multi-hypothesis testing under uniformly distributed nonstationary observations

Research output: Contribution to journal › Article › peer-review

Abstract

We consider a dynamic team of communicating decision makers performing Bayesian sequential multi-hypothesis testing under nonstationary observations. A simple decision rule is shown to be member-by-member optimal if the observations are uniformly distributed, if the observation costs are defined to reflect the quality of observations, and if "vague" terminal decisions are allowed without additional penalty. The "vague" terminal decisions can be made "clear" by performing a finite number of member-by-member optimal sequential decisions successively.

Original language	English (US)
Pages (from-to)	1030-1036
Number of pages	7
Journal	Systems and Control Letters
Volume	57
Issue number	12
DOIs	https://doi.org/10.1016/j.sysconle.2008.06.007
State	Published - Dec 2008

Keywords

Information structure
Member-by-member optimality
Minimum principle
Team theory

ASJC Scopus subject areas

Control and Systems Engineering
General Computer Science
Mechanical Engineering
Electrical and Electronic Engineering

Online availability

10.1016/j.sysconle.2008.06.007

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AB - We consider a dynamic team of communicating decision makers performing Bayesian sequential multi-hypothesis testing under nonstationary observations. A simple decision rule is shown to be member-by-member optimal if the observations are uniformly distributed, if the observation costs are defined to reflect the quality of observations, and if "vague" terminal decisions are allowed without additional penalty. The "vague" terminal decisions can be made "clear" by performing a finite number of member-by-member optimal sequential decisions successively.

KW - Information structure

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KW - Minimum principle

KW - Team theory

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Dynamic sequential team multi-hypothesis testing under uniformly distributed nonstationary observations

Abstract

Keywords

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