A general theory on first passage times with applications to adaptive decision making

Xinjia Chen

doi:10.1117/12.2517368

13 May 2019 A general theory on first passage times with applications to adaptive decision making

Xinjia Chen

Proceedings Volume 11021, Unmanned Systems Technology XXI; 110210Q (2019) https://doi.org/10.1117/12.2517368
Event: SPIE Defense + Commercial Sensing, 2019, Baltimore, MD, United States

Abstract

Modern intelligent systems are expected to be able to learn from experience, making decisions on the basis of the available information and proceeding step by step to a desired goal. An important specification of such adaptive decision making method is the amount of time to accomplish a decision. In this paper, we propose a random walk model for such decision making method. The model involves random processes which have independent stationary increments. The decision times are formulated as first passage times dependent on the parameters of decision rules. Asymptotic and nonasymptotic results are developed for the analysis of first passage times.

Citation Download Citation

Xinjia Chen "A general theory on first passage times with applications to adaptive decision making", Proc. SPIE 11021, Unmanned Systems Technology XXI, 110210Q (13 May 2019); https://doi.org/10.1117/12.2517368

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