A Spatiotemporal Optimal Stopping Problem for Mission Monitoring with Stationary Viewpoints
نویسندگان
چکیده
We consider an optimal stopping formulation of the mission monitoring problem, where a monitor vehicle must remain in close proximity to an autonomous robot that stochastically follows a pre-planned trajectory. This problem arises when autonomous underwater vehicles are monitored by surface vessels, and in a diverse range of other scenarios. The key problem characteristics we consider are that the monitor must remain stationary while observing the robot, and that the robot motion is modelled in general as a stochastic process. We propose a resolution-complete algorithm for this problem that runs in polynomial time. The algorithm is based on a sweepplane approach and generates a motion plan that maximises the expected observation time. A variety of stochastic models may be used to represent the expected robot trajectory. We present results drawn from real AUV trajectories and Monte Carlo simulations that validate the correctness of our algorithm and its feasibility in practice.
منابع مشابه
Graph Planning with Expected Finite Horizon
Graph planning gives rise to fundamental algorithmic questions such as shortest path, traveling salesman problem, etc. A classical problem in discrete planning is to consider a weighted graph and construct a path that maximizes the sum of weights for a given time horizon T . However, in many scenarios, the time horizon is not fixed, but the stopping time is chosen according to some distribution...
متن کاملMarkov Decision Processes with Constrained Stopping Times
The optimization problem for a stopped Markov decision process is considered to be taken over stopping times constrained so that E 5 for some xed > 0. We introduce the concept of a randomized stationary stopping time which is a mixed extension of the entry time of a stopping region and prove the existence of an optimal constrained pair of stationary policy and stopping time by utilizing a Lagra...
متن کاملOptimal Stopping Policy for Multivariate Sequences a Generalized Best Choice Problem
In the classical versions of “Best Choice Problem”, the sequence of offers is a random sample from a single known distribution. We present an extension of this problem in which the sequential offers are random variables but from multiple independent distributions. Each distribution function represents a class of investment or offers. Offers appear without any specified order. The objective is...
متن کاملOptimal Stopping of a Diffusion with a Change Point
This paper solves Bayes sequential optimal stopping and impulse control problems of a diffusion, whose drift term has an unobservable parameter with a change point. The value functions of the optimization and the control problems are characterized as viscosity solutions to non-stationary variational inequalities. Approximation schemes are proposed for the numerical computation of the value func...
متن کاملA Reputation Strategic Model of Monetary Policy in Continuous Time
This paper develops a reputation strategic model of monetary policy with a continuous finite or infinite time horizon. By using the optimal stopping theory and introducing the notions of sequentially weak and strong rational expectation equilibria, we show that the time inconsistency problem may be solved with trigger reputation strategies not only for stochastic but also for non-stochastic set...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2015