Active Search with a Cost for Switching Actions

Vaidhiyan, Nidhin Koshy and Sundaresan, Rajesh (2015) Active Search with a Cost for Switching Actions. In: Information Theory and Applications Workshop (ITA), FEB 01-06, 2015, Univ California, San Diego, CA, pp. 17-24.

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Abstract

Active Sequential Hypothesis Testing (ASHT) is an extension of the classical sequential hypothesis testing problem with controls. Chernoff 1] proposed a policy called Procedure A and showed its asymptotic optimality as the cost of sampling was driven to zero. In this paper we study a further extension where we introduce costs for switching of actions. We show that a modification of Chernoff's Procedure A, one that we call Sluggish Procedure A, is asymptotically optimal even with switching costs. The growth rate of the total cost, as the probability of false detection is driven to zero, and as a switching parameter of the Sluggish Procedure A is driven down to zero, is the same as that without switching costs.

Item Type:	Conference Proceedings
Additional Information:	Copy right for this article belongs to the IEEE, 345 E 47TH ST, NEW YORK, NY 10017 USA
Department/Centre:	Division of Electrical Sciences > Electrical Communication Engineering
Date Deposited:	03 Dec 2016 09:58
Last Modified:	03 Dec 2016 09:58
URI:	http://eprints.iisc.ac.in/id/eprint/55384

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