Adaptive policies for perimeter surveillance problems

DOI10.1016/J.EJOR.2019.11.004MaRDI QIDQ2286935zbMATH OpenOpenAlexWikidataFDO

Authors James A. Grant, Roberto Szechtman, Adam N. Letchford, D. S. Leslie, Kevin D. Glazebrook

Publication date 23 January 2020

Published in European Journal of Operational Research (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1810.02176

zbMATH Keywords

applied probabilityOR in defencestochastic processesuncertainty modelling

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Learning and adaptive systems in artificial intelligence (68T05) Search theory (90B40)

Abstract: Maximising the detection of intrusions is a fundamental and often critical aim of perimeter surveillance. Commonly, this requires a decision-maker to optimally allocate multiple searchers to segments of the perimeter. We consider a scenario where the decision-maker may sequentially update the searchers' allocation, learning from the observed data to improve decisions over time. In this work we propose a formal model and solution methods for this sequential perimeter surveillance problem. Our model is a combinatorial multi-armed bandit (CMAB) with Poisson rewards and a novel filtered feedback mechanism - arising from the failure to detect certain intrusions. Our solution method is an upper confidence bound approach and we derive upper and lower bounds on its expected performance. We prove that the gap between these bounds is of constant order, and demonstrate empirically that our approach is more reliable in simulated problems than competing algorithms.

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Cited in

(4)

• Filtered Poisson process bandit on a continuum
• Adaptive deployment optimization for a multi-layer surveillance network
• Regional surveillance of disjoint rectangles: a travelling salesman formulation
• A stochastic game framework for patrolling a border

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