Coupon
Partially Observed Markov Decision Processes : From Filtering to Controlled Sensing
by Vikram Krishnamurthy


Overview - Covering formulation, algorithms, and structural results, and linking theory to real-world applications in controlled sensing (including social learning, adaptive radars and sequential detection), this book focuses on the conceptual foundations of partially observed Markov decision processes (POMDPs).  Read more...

 
Hardcover
  • $99.99

Add to Cart + Add to Wishlist

In Stock Online.

Free Shipping is not available for this item.
 
> Check In-Store Availability

In-Store pricing may vary

 
 
New & Used Marketplace 17 copies from $73.57
 
 
 

More About Partially Observed Markov Decision Processes by Vikram Krishnamurthy
 
 
 
Overview
Covering formulation, algorithms, and structural results, and linking theory to real-world applications in controlled sensing (including social learning, adaptive radars and sequential detection), this book focuses on the conceptual foundations of partially observed Markov decision processes (POMDPs). It emphasizes structural results in stochastic dynamic programming, enabling graduate students and researchers in engineering, operations research, and economics to understand the underlying unifying themes without getting weighed down by mathematical technicalities. Bringing together research from across the literature, the book provides an introduction to nonlinear filtering followed by a systematic development of stochastic dynamic programming, lattice programming and reinforcement learning for POMDPs. Questions addressed in the book include: when does a POMDP have a threshold optimal policy? When are myopic policies optimal? How do local and global decision makers interact in adaptive decision making in multi-agent social learning where there is herding and data incest? And how can sophisticated radars and sensors adapt their sensing in real time?

 
Details
  • ISBN-13: 9781107134607
  • ISBN-10: 1107134609
  • Publisher: Cambridge University Press
  • Publish Date: March 2016
  • Page Count: 488
  • Dimensions: 10.12 x 6.9 x 1.19 inches
  • Shipping Weight: 2.53 pounds


Related Categories

Books > Technology > Signals & Signal Processing
Books > Mathematics > Probability & Statistics - Stochastic Processes
Books > Mathematics > Applied

 
BAM Customer Reviews