Active search with a cost for switching actions
Active search with a cost for switching actions
复制标题
主动搜索需要切换操作的成本
DOI：
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发表时间：
2015
期刊：
影响因子：
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通讯作者：
R. Sundaresan
中科院分区：
文献类型：
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作者：
N. Vaidhiyan;R. Sundaresan
主动序贯假设检验（ASHT）是经典的有控制的序贯假设检验问题的扩展。Chernoff[1]提出了一种称为过程a的策略，并证明了该策略在采样成本趋近于零时的渐近最优性。在本文中，我们研究了一个进一步的扩展，其中引入了动作切换的代价。我们证明了Chernoff过程a的一个改进，我们称之为迟缓过程a，即使有切换代价也是渐近最优的。当误检概率被驱动为零时，当迟缓过程a的切换参数被驱动为零时，总成本的增长率与没有切换成本时的增长率相同。
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.