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The Resource Partially observed Markov decision processes : from filtering to controlled sensing, Vikram Krishnamurthy, University of British Columbia, Vancouver, Canada

Partially observed Markov decision processes : from filtering to controlled sensing, Vikram Krishnamurthy, University of British Columbia, Vancouver, Canada

Label
Partially observed Markov decision processes : from filtering to controlled sensing
Title
Partially observed Markov decision processes
Title remainder
from filtering to controlled sensing
Statement of responsibility
Vikram Krishnamurthy, University of British Columbia, Vancouver, Canada
Creator
Author
Subject
Genre
Language
eng
Summary
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?
Cataloging source
UkCbUP
http://library.link/vocab/creatorName
Krishnamurthy, V.
Dewey number
519.2/33
Index
index present
LC call number
QA274.7
LC item number
.K75 2016
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/subjectName
  • Markov processes
  • Stochastic processes
Label
Partially observed Markov decision processes : from filtering to controlled sensing, Vikram Krishnamurthy, University of British Columbia, Vancouver, Canada
Instantiates
Publication
Note
Title from publisher's bibliographic system (viewed on 05 Apr 2016)
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
CR9781316471104
Extent
1 online resource (xiii, 476 pages)
Form of item
online
Isbn
9781316471104
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
digital, PDF file(s).
Specific material designation
remote
Label
Partially observed Markov decision processes : from filtering to controlled sensing, Vikram Krishnamurthy, University of British Columbia, Vancouver, Canada
Publication
Note
Title from publisher's bibliographic system (viewed on 05 Apr 2016)
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
CR9781316471104
Extent
1 online resource (xiii, 476 pages)
Form of item
online
Isbn
9781316471104
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
digital, PDF file(s).
Specific material designation
remote

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