Multi-agent sequential hypothesis testing

Type
Conference Paper

Authors
Kim, Kwang-Ki K.
Shamma, Jeff S.

KAUST Department
Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
Electrical Engineering Program
RISC Laboratory

Online Publication Date
2015-02-17

Print Publication Date
2014-12

Date
2015-02-17

Abstract
This paper considers multi-agent sequential hypothesis testing and presents a framework for strategic learning in sequential games with explicit consideration of both temporal and spatial coordination. The associated Bayes risk functions explicitly incorporate costs of taking private/public measurements, costs of time-difference and disagreement in actions of agents, and costs of false declaration/choices in the sequential hypothesis testing. The corresponding sequential decision processes have well-defined value functions with respect to (a) the belief states for the case of conditional independent private noisy measurements that are also assumed to be independent identically distributed over time, and (b) the information states for the case of correlated private noisy measurements. A sequential investment game of strategic coordination and delay is also discussed as an application of the proposed strategic learning rules.

Citation
Kim, K.-K. K., & Shamma, J. S. (2014). Multi-agent sequential hypothesis testing. 53rd IEEE Conference on Decision and Control. doi:10.1109/cdc.2014.7039682

Publisher
Institute of Electrical and Electronics Engineers (IEEE)

Journal
53rd IEEE Conference on Decision and Control

Conference/Event Name
Decision and Control (CDC), 2014 IEEE 53rd Annual Conference on

DOI
10.1109/CDC.2014.7039682 WOS:000370073802015

Additional Links
http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=7039682

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