Sequential Hypothesis Testing Game

Guanze Peng; Quanyan Zhu

doi:10.1109/CISS48834.2020.1570617162

Sequential Hypothesis Testing Game

Guanze Peng, Quanyan Zhu

Electrical and Computer Engineering

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

Abstract

In this work, we study a stopping time game problem in sequential hypothesis testing, where both of the two players perform hypothesis testing with distinct hypotheses. The payoff of the players depends on the order of stopping times. Therefore, apart from designing the decision function concerning the hypotheses, the players also determine the optimal stopping timings. We investigate the cases where the time horizon is finite or infinite and provide sufficient conditions of finding the equilibrium point. Moreover, we fully characterize the structural properties of the equilibrium strategies.

Original language	English (US)
Title of host publication	2020 54th Annual Conference on Information Sciences and Systems, CISS 2020
Publisher	Institute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)	9781728140841
DOIs	https://doi.org/10.1109/CISS48834.2020.1570617162
State	Published - Mar 2020
Event	54th Annual Conference on Information Sciences and Systems, CISS 2020 - Princeton, United States Duration: Mar 18 2020 → Mar 20 2020

Publication series

Name	2020 54th Annual Conference on Information Sciences and Systems, CISS 2020

Conference

Conference	54th Annual Conference on Information Sciences and Systems, CISS 2020
Country/Territory	United States
City	Princeton
Period	3/18/20 → 3/20/20

Keywords

Nash equilibrium
Sequential hypothesis testing
randomized stopping time
stopping time game

ASJC Scopus subject areas

Computer Networks and Communications
Information Systems
Signal Processing
Information Systems and Management
Safety, Risk, Reliability and Quality
Artificial Intelligence

Access to Document

10.1109/CISS48834.2020.1570617162

Cite this

Sequential Hypothesis Testing Game. / Peng, Guanze; Zhu, Quanyan.
2020 54th Annual Conference on Information Sciences and Systems, CISS 2020. Institute of Electrical and Electronics Engineers Inc., 2020. 9086257 (2020 54th Annual Conference on Information Sciences and Systems, CISS 2020).

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

Peng, G & Zhu, Q 2020, Sequential Hypothesis Testing Game. in 2020 54th Annual Conference on Information Sciences and Systems, CISS 2020., 9086257, 2020 54th Annual Conference on Information Sciences and Systems, CISS 2020, Institute of Electrical and Electronics Engineers Inc., 54th Annual Conference on Information Sciences and Systems, CISS 2020, Princeton, United States, 3/18/20. https://doi.org/10.1109/CISS48834.2020.1570617162

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Sequential Hypothesis Testing Game

Abstract

Publication series

Conference

Keywords

ASJC Scopus subject areas

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