The decentralized wald problem

Two detectors making independent observations must decide which one of two hypotheses is true. The decisions are coupled through a common cost function. It is shown that the detectors' optimal decisions are characterized by thresholds which are coupled and whose computation requires the solution of two coupled sets of dynamic programming equations. An approximate computation of the thresholds is proposed and numerical results are presented.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/26739/1/0000291.pd