Sequential Hypothesis Testing Game

Guanze Peng, Quanyan Zhu

Research output: Chapter in Book/Report/Conference proceedingConference 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 languageEnglish (US)
Title of host publication2020 54th Annual Conference on Information Sciences and Systems, CISS 2020
PublisherInstitute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)9781728140841
DOIs
StatePublished - Mar 2020
Event54th Annual Conference on Information Sciences and Systems, CISS 2020 - Princeton, United States
Duration: Mar 18 2020Mar 20 2020

Publication series

Name2020 54th Annual Conference on Information Sciences and Systems, CISS 2020

Conference

Conference54th Annual Conference on Information Sciences and Systems, CISS 2020
CountryUnited States
CityPrinceton
Period3/18/203/20/20

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

Fingerprint Dive into the research topics of 'Sequential Hypothesis Testing Game'. Together they form a unique fingerprint.

Cite this