论文标题
最快的更改时间检测时间不一致。人类传感器和网络物理系统
Quickest Change Detection of Time Inconsistent Anticipatory Agents. Human-Sensor and Cyber-Physical Systems
论文作者
论文摘要
在行为经济学中,人类决策者被建模为预期的代理,通过考虑未来决策的可能性(计划)来做出决策。我们考虑涉及预期剂与统计检测之间相互作用的网络物理系统。传感设备记录了预期代理的决策。鉴于这些决定,感应设备如何最快地检测到预期系统的变化?从决策理论的角度来看,预期模型是时间不一致的,这意味着贝尔曼的最佳原则不存在。适当的形式主义是子游戏纳什平衡。我们表明,预期剂与顺序最快检测之间的相互作用导致最快的变化检测策略的异常(非凸)结构。我们的方法为情况意识系统和预期的人类决策者与连续探测器互动提供了一个有用的框架。
In behavioral economics, human decision makers are modeled as anticipatory agents that make decisions by taking into account the probability of future decisions (plans). We consider cyber-physical systems involving the interaction between anticipatory agents and statistical detection. A sensing device records the decisions of an anticipatory agent. Given these decisions, how can the sensing device achieve quickest detection of a change in the anticipatory system? From a decision theoretic point of view, anticipatory models are time inconsistent meaning that Bellman's principle of optimality does not hold. The appropriate formalism is the subgame Nash equilibrium. We show that the interaction between anticipatory agents and sequential quickest detection results in unusual (nonconvex) structure of the quickest change detection policy. Our methodology yields a useful framework for situation awareness systems and anticipatory human decision makers interacting with sequential detectors.