Type
Conference PaperAuthors
Kim, Kwang-Ki K.Shamma, Jeff S.

KAUST Department
Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) DivisionElectrical Engineering Program
RISC Laboratory
Date
2015-02-17Online Publication Date
2015-02-17Print Publication Date
2014-12Permanent link to this record
http://hdl.handle.net/10754/550514
Metadata
Show full item recordAbstract
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.2014.7039682Conference/Event name
Decision and Control (CDC), 2014 IEEE 53rd Annual Conference onae974a485f413a2113503eed53cd6c53
10.1109/CDC.2014.7039682