  The problem of designing optimal quantization rules for sequential detectors
is investigated. First, it is shown that this task can be solved within the
general framework of active sequential detection. Using this approach, the
optimal sequential detector and the corresponding quantizer are characterized
and their properties are briefly discussed. In particular, it is shown that
designing optimal quantization rules requires solving a nonconvex optimization
problem, which can lead to issues in terms of computational complexity and
numerical stability. Motivated by these difficulties, two performance bounds
are proposed that are easier to evaluate than the true performance measures and
are potentially tighter than the bounds currently available in the literature.
The usefulness of the bounds and the properties of the optimal quantization
rules are illustrated with two numerical examples.
