Partially Observed Markov Decision Processes

From Filtering to Controlled Sensing

Nonfiction, Science & Nature, Technology, Engineering, Mathematics
Cover of the book Partially Observed Markov Decision Processes by Vikram Krishnamurthy, Cambridge University Press
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Author: Vikram Krishnamurthy ISBN: 9781316594360
Publisher: Cambridge University Press Publication: March 21, 2016
Imprint: Cambridge University Press Language: English
Author: Vikram Krishnamurthy
ISBN: 9781316594360
Publisher: Cambridge University Press
Publication: March 21, 2016
Imprint: Cambridge University Press
Language: English

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?

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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?

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