Stochastic dynamic programming based approaches to sensor resource management

Abstract

This paper describes a stochastic dynamic programming based approach to solve sensor resource management (SRM) problems such as occur in tracking multiple targets with electronically scanned, multi-mode radar Specifically, it formulates the SRM problem as a stochastic scheduling problem and develops approximate solutions based on the Gittins index rule. Novel results include a hybrid state stochastic model for the information dynamics of tracked targets, an exact index rule solution of the SRM problem for a simplified tracking model, and use of approximate dynamic programming to extend the index rule solution to more realistic models.