  We consider the design of systems for sequential decentralized detection, a
problem that entails several interdependent choices: the choice of a stopping
rule (specifying the sample size), a global decision function (a choice between
two competing hypotheses), and a set of quantization rules (the local decisions
on the basis of which the global decision is made). This paper addresses an
open problem of whether in the Bayesian formulation of sequential decentralized
detection, optimal local decision functions can be found within the class of
stationary rules. We develop an asymptotic approximation to the optimal cost of
stationary quantization rules and exploit this approximation to show that
stationary quantizers are not optimal in a broad class of settings. We also
consider the class of blockwise stationary quantizers, and show that
asymptotically optimal quantizers are likelihood-based threshold rules.
