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Kniha Partially Observed Markov Decision Processes Vikram Krishnamurthy

Partially Observed Markov Decision Processes

From Filtering to Controlled Sensing

Autor: Vikram Krishnamurthy
Jazyk: Angličtina
Vazba: Pevná
Vydavatel: Cambridge University Press
Dostupnost: Očekávaný dotisk
Termín neznámý
2 679 Kč
Covering formulation, algorithms, and structural results, and linking theory to real-world applicati...

Informace o knize

Autor
Vikram Krishnamurthy
Jazyk
Angličtina
Vazba
Kniha - Pevná
Vydáno
2016
Stránek
488
EAN
9781107134607
ISBN
1107134609
Enbook ID
02832865
Vydavatel
Cambridge University Press
Hmotnost
1106
Rozměry
256 x 184 x 26

Kompletní popis

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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