DECISION RULES FOR REACTING TO NOISY SIGNALS FROM A WARNING SYSTEM.

Abstract

Using the minimization of total expected discounted cost as the criterion for optimality, this study investigated via dynamic programming, a class of stochastic sequential decision problems known as warning problems. Specifically, the study investigates two types of warning systems (Type I and Type II) with single and multiple signals. The dynamic programming models of Type I for single and multiple signals yielded a critical waiting time rule (CWT) as well as a critical probability value (CPV) rule as an optimal decision rule. However, for Type II, with two signals, the optimal rule is a CPV rule, but the corresponding waiting time rule, in general, is shown a CWT rule. (Author)

Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1970
Accession Number
AD0705522

Entities

People

  • T. Y. Hans Tjian

Organizations

  • University of California, Berkeley

Tags

DTIC Thesaurus Topics

  • Computer Programming
  • Detectors
  • Dynamic Programming
  • Mathematics
  • Probability
  • Warning Systems

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Artificial Intelligence
  • Logistics and Supply Chain Management.