Sequential Adversarial Hypothesis Testing

We study the adversarial binary hypothesis testing problem in the sequential setting. Associated with each hypothesis is a closed, convex set of distributions. Given the hypothesis, each observation is generated according to a distribution chosen (from the set associated with the hypothesis) by an adversary who has access to past observations. In the sequential setting, the number of observations the detector uses to arrive at a decision is variable; this extra freedom improves the asymptotic performance of the test. We characterize the closure of the set of achievable pairs of error exponents. We also study the problem under constraints on the number of observations used and the probability of error incurred.