论文标题
在低复杂性上,突变扩散过程的最快干预通过局部近似
On Low-Complexity Quickest Intervention of Mutated Diffusion Processes Through Local Approximation
论文作者
论文摘要
我们考虑以未知突变时间控制突变的扩散过程的问题。该问题被提出为最快的干预问题,其突变是由变更点建模的突变,这是对最快更改点检测(QCD)的概括。我们的目标是尽快干预突变的过程,同时以最佳选择的干预措施保持低干预成本。该模型和提出的算法可以应用于大流行预防(例如COVID-19)或错误信息遏制。我们将问题提出为部分观察到的马尔可夫决策过程(POMDP),并通过变更点的信念状态将其转换为MDP。我们首先提出了一种计算最佳干预策略的网格近似方法,当网格数量较大时,其计算复杂性可能很高。为了降低计算复杂性,我们通过分析``本地干预''制度中的价值函数的一阶近似来进一步提出了基于低复杂性阈值的策略。仿真结果表明,低复杂算法的性能与网格近似相似,并且两者的性能都比基于QCD的算法要好得多。
We consider the problem of controlling a mutated diffusion process with an unknown mutation time. The problem is formulated as the quickest intervention problem with the mutation modeled by a change-point, which is a generalization of the quickest change-point detection (QCD). Our goal is to intervene in the mutated process as soon as possible while maintaining a low intervention cost with optimally chosen intervention actions. This model and the proposed algorithms can be applied to pandemic prevention (such as Covid-19) or misinformation containment. We formulate the problem as a partially observed Markov decision process (POMDP) and convert it to an MDP through the belief state of the change-point. We first propose a grid approximation approach to calculate the optimal intervention policy, whose computational complexity could be very high when the number of grids is large. In order to reduce the computational complexity, we further propose a low-complexity threshold-based policy through the analysis of the first-order approximation of the value functions in the ``local intervention'' regime. Simulation results show the low-complexity algorithm has a similar performance as the grid approximation and both perform much better than the QCD-based algorithms.