Editor:
Universidad Carlos III de Madrid. Departamento de Estadística
Issued date:
2012-04
Sponsor:
This work has been
supported in part by the Spanish Ministry of Education and Science project MTM2007-
63140 and by the Ministry of Science and Innovation project MTM2010-20808
Serie/No.:
UC3M Working papers. Statistics and Econometrics 12-05
Keywords:
Smart targets
,
Sensor management
,
Sensor scheduling
,
Partially observed Markov Decision Process
,
Bayes filter
,
Index policy
,
Whittle's index
,
Real-state Restless Bandits
Rights:
Atribución-NoComercial-SinDerivadas 3.0 España
Abstract:
We consider a sensor scheduling model where a set of identical sensors are used to hunt a larger set of heterogeneous targets, each of which is located at a corresponding site. Target states change randomly over discrete time slots between “exposed” and ‘hiddeWe consider a sensor scheduling model where a set of identical sensors are used to hunt a larger set of heterogeneous targets, each of which is located at a corresponding site. Target states change randomly over discrete time slots between “exposed” and ‘hidden,” according to Markovian transition probabilities that depend on whether sites are searched or not, so as to make the targets elusive. Sensors are imperfect, failing to detect an exposed target when searching its site with a positive misdetection probability. We formulate as a partially observable Markov decision process the problem of scheduling the sensors to search the sites so as to maximize the expected total discounted value of rewards earned (when targets are hunted) minus search costs incurred. Given the intractability of finding an optimal policy, we introduce a tractable heuristic search policy of priority index type based on the Whittle’s index for restless bandits. Preliminary computational results are reported showing that such a policy is nearly optimal and can substantially outperform the myopic policy and other simple heuristics.[+][-]