000 02428nam a2200337 i 4500
001 CR9781316471104
003 UkCbUP
005 20240730160808.0
006 m|||||o||d||||||||
007 cr||||||||||||
008 150526s2016||||enk o ||1 0|eng|d
020 _a9781316471104 (ebook)
020 _z9781107134607 (hardback)
040 _aUkCbUP
_beng
_erda
_cUkCbUP
050 0 0 _aQA274.7
_b.K75 2016
082 0 0 _a519.2/33
_223
100 1 _aKrishnamurthy, V.
_q(Vikram),
_eauthor.
_928338
245 1 0 _aPartially observed Markov decision processes :
_bfrom filtering to controlled sensing /
_cVikram Krishnamurthy, University of British Columbia, Vancouver, Canada.
264 1 _aCambridge :
_bCambridge University Press,
_c2016.
300 _a1 online resource (xiii, 476 pages) :
_bdigital, PDF file(s).
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
500 _aTitle from publisher's bibliographic system (viewed on 05 Apr 2016).
520 _aCovering 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?
650 0 _aMarkov processes
_vTextbooks.
_974824
650 0 _aStochastic processes
_vTextbooks.
_94443
776 0 8 _iPrint version:
_z9781107134607
856 4 0 _uhttps://doi.org/10.1017/CBO9781316471104
942 _cEBK
999 _c84259
_d84259