Active Sequential Hypothesis Testing (ASHT) is an extension of the classical
sequential hypothesis testing problem with controls. Chernoff (Ann. Math.
Statist., 1959) proposed a policy called Procedure A and showed its asymptotic
optimality as the cost of sampling was driven to zero. In this paper we study a
further extension where we introduce costs for switching of actions. We show
that a modification of Chernoff's Procedure A, one that we call Sluggish
Procedure A, is asymptotically optimal even with switching costs. The growth
rate of the total cost, as the probability of false detection is driven to
zero, and as a switching parameter of the Sluggish Procedure A is driven down
to zero, is the same as that without switching costs.Comment: 8 pages. Presented at 2015 Information Theory and Applications
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