2015/05/10 by Nidhin Koshy Vaidhiyan, Vaidhiyan, Nidhin Koshy, Rajesh Sundaresan +1 · 4 citations
Computer Science · Decision Sciences · Mathematics · #Advanced Statistical Process Monitoring #Auction Theory and Applications #FOS: Computer and information sciences #Information Theory (cs.IT) #Machine Learning and Algorithms #cs.IT #math.IT
paper · pdf · doi:10.48550/arxiv.1505.02358
8 pages. Presented at 2015 Information Theory and Applications Workshop
arxiv created 2015/05/10 · openalex publication_date 2015/05/10 · arxiv updated 2015/05/12 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/29
Active Sequential Hypothesis Testing (ASHT) is an extension of the classical sequential hypothesis testing problem with controls. Chernoff (Ann. Math. Statist., 1959) 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.