Multi-agent sequential hypothesis testing

Kwang Ki K. Kim; Jeff S. Shamma

doi:10.1109/CDC.2014.7039682

Multi-agent sequential hypothesis testing

Kwang Ki K. Kim, Jeff S. Shamma

Georgia Institute of Technology

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

1 Scopus citations

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.

Original language	English
Title of host publication	53rd IEEE Conference on Decision and Control,CDC 2014
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	1942-1947
Number of pages	6
Edition	February
ISBN (Electronic)	9781479977468
DOIs	https://doi.org/10.1109/CDC.2014.7039682
State	Published - 2014
Externally published	Yes
Event	2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014 - Los Angeles, United States Duration: 15 Dec 2014 → 17 Dec 2014

Publication series

Name	Proceedings of the IEEE Conference on Decision and Control
Number	February
Volume	2015-February
ISSN (Print)	0743-1546
ISSN (Electronic)	2576-2370

Conference

Conference	2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014
Country/Territory	United States
City	Los Angeles
Period	15/12/14 → 17/12/14

Bibliographical note

Publisher Copyright:
© 2014 IEEE.

Access to Document

10.1109/CDC.2014.7039682

Cite this

Kim, K. K. K., & Shamma, J. S. (2014). Multi-agent sequential hypothesis testing. In 53rd IEEE Conference on Decision and Control,CDC 2014 (February ed., pp. 1942-1947). Article 7039682 (Proceedings of the IEEE Conference on Decision and Control; Vol. 2015-February, No. February). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CDC.2014.7039682

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doi = "10.1109/CDC.2014.7039682",

language = "English",

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Kim, KKK & Shamma, JS 2014, Multi-agent sequential hypothesis testing. in 53rd IEEE Conference on Decision and Control,CDC 2014. February edn, 7039682, Proceedings of the IEEE Conference on Decision and Control, no. February, vol. 2015-February, Institute of Electrical and Electronics Engineers Inc., pp. 1942-1947, 2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014, Los Angeles, United States, 15/12/14. https://doi.org/10.1109/CDC.2014.7039682

Multi-agent sequential hypothesis testing. / Kim, Kwang Ki K.; Shamma, Jeff S.
53rd IEEE Conference on Decision and Control,CDC 2014. February. ed. Institute of Electrical and Electronics Engineers Inc., 2014. p. 1942-1947 7039682 (Proceedings of the IEEE Conference on Decision and Control; Vol. 2015-February, No. February).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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Multi-agent sequential hypothesis testing

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