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

Ji Woong Lee, Geir E. Dullerud

Research output: Contribution to journalArticle

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 languageEnglish (US)
Pages (from-to)1030-1036
Number of pages7
JournalSystems and Control Letters
Volume57
Issue number12
DOIs
StatePublished - Dec 1 2008

Keywords

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

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Computer Science(all)
  • Mechanical Engineering
  • Electrical and Electronic Engineering

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