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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
Väzba: Pevná
Vydavateľ: Cambridge University Press
Dostupnosť: Čaká sa dotlač
Termín neznámy
116.32 €
Covering formulation, algorithms, and structural results, and linking theory to real-world applicati...

Informácie o knihe

Autor
Vikram Krishnamurthy
Jazyk
Angličtina
Väzba
Kniha - Pevná
Vydalo
2016
Stránok
488
EAN
9781107134607
ISBN
1107134609
Enbook ID
02832865
Vydavateľ
Cambridge University Press
Hmotnosť
1106
Rozmery
256 x 184 x 26

Kompletný 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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