Related papers: Disorder Detection with Costly Observations

We investigate an optimal stopping problem for the expected value of a discounted payoff on a regime-switching geometric Brownian motion under two constraints on the possible stopping times: only at exogenous random times and only during a…

Anomaly detection methods can be very useful in identifying unusual or interesting patterns in data. A recently proposed conditional anomaly detection framework extends anomaly detection to the problem of identifying anomalous patterns on a…

A new model for controlled sensing for multihypothesis testing is proposed and studied in the sequential setting. This new model, termed {\em controlled Markovian observation} model, exhibits a more complicated memory structure in the…

The STAR architecture was designed to test the value of the full Selective Tuning model of visual attention for complex real-world visuospatial tasks and behaviors. However, knowledge of how humans solve such tasks in 3D as active observers…

While the design of optimal peak-to-peak controllers/observers for linear systems is known to be a difficult problem, this problem becomes interestingly much easier in the context of interval observers because of the positive nature of the…

We focus in this paper in the estimation of a target trajectory defined by whether a time constant parameter in a simple stochastic process or a random walk with binary observations. The binary observation comes from binary derivative…

In several applications of automatic diagnosis and active learning a central problem is the evaluation of a discrete function by adaptively querying the values of its variables until the values read uniquely determine the value of the…

Anomaly detection is the process of finding data points that deviate from a baseline. In a real-life setting, anomalies are usually unknown or extremely rare. Moreover, the detection must be accomplished in a timely manner or the risk of…

In this work we present strategies for (optimal) measurement selection in model-based sequential diagnosis. In particular, assuming a set of leading diagnoses being given, we show how queries (sets of measurements) can be computed and…

The problem of sequential anomaly detection and identification is considered, where multiple data sources are simultaneously monitored and the goal is to identify in real time those, if any, that exhibit ``anomalous" statistical behavior.…

This paper addresses the design of a state observer for networked systems with random delays and dropouts. The model of plant and network covers the cases of multiple sensors, out-of-sequence and buffered measurements. The measurement…

In practice, the cost of delaying a job can grow as the job waits. Such behavior is modeled by the Time-Varying Holding Cost (TVHC) problem, where each job's instantaneous holding cost increases with its current age (a job's age is the time…

We describe work to control graphics rendering under limited computational resources by taking a decision-theoretic perspective on perceptual costs and computational savings of approximations. The work extends earlier work on the control of…

This paper studies a central planner's decision making on behalf of a group of members with diverse discount rates. In the context of optimal stopping, we work with an aggregation preference to incorporate all discount rates via an attitude…

We study a dynamic information design problem in a finite-horizon setting consisting of two strategic and long-term optimizing agents, namely a principal (he) and a detector (she). The principal observes the evolution of a Markov chain that…

We study the nonlinear inverse source problem of detecting, localizing and identifying unknown accidental disturbances on forced and damped transmission networks. A first result is that strategic observation sets are enough to guarantee…

This paper is dedicated to the investigation of a new numerical method to approximate the optimal stopping problem for a discrete-time continuous state space Markov chain under partial observations. It is based on a two-step discretization…

We consider surveillance-evasion differential games, where a pursuer must try to constantly maintain visibility of a moving evader. The pursuer loses as soon as the evader becomes occluded. Optimal controls for game can be formulated as a…

We derive an exact deterministic nonlinear observer to compute the continuous state of an inertial navigation system based on partial discrete measurements, the so-called strapdown problem. Nonlinear contraction is used as the main analysis…

This paper presents two schemes to jointly estimate parameters and states of discrete-time nonlinear systems in the presence of bounded disturbances and noise and where the parameters belong to a known compact set. The schemes are based on…