Partially observed Markov decision processes : from filtering to controlled sensing

Resource Information

The work Partially observed Markov decision processes : from filtering to controlled sensing represents a distinct intellectual or artistic creation found in Sydney Jones Library, University of Liverpool. This resource is a combination of several types including: Work, Language Material, Books.

Label

Partially observed Markov decision processes : from filtering to controlled sensing

Title remainder

from filtering to controlled sensing

Statement of responsibility

Vikram Krishnamurthy, University of British Columbia, Vancouver, Canada

Creator

• Krishnamurthy, V., (Vikram)
• Krishnamurthy, V., (Vikram)

Author

• Krishnamurthy, V., (Vikram)

Subject

• Markov processes -- Textbooks
• Stochastic processes -- Textbooks

Genre

• Textbooks

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

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