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portada Partially Observed Markov Decision Processes: Filtering, Learning and Controlled Sensing
Type
Physical Book
Publisher
Author
Language
English
Pages
651
Format
Hardcover
ISBN13
9781009449434
Edition No.
0002

Partially Observed Markov Decision Processes: Filtering, Learning and Controlled Sensing

Vikram Krishnamurthy (Author) · Cambridge University Press · Hardcover

Partially Observed Markov Decision Processes: Filtering, Learning and Controlled Sensing - Vikram Krishnamurthy

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Synopsis "Partially Observed Markov Decision Processes: Filtering, Learning and Controlled Sensing"

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. In light of major advances in machine learning over the past decade, this edition includes a new Part V on inverse reinforcement learning as well as a new chapter on non-parametric Bayesian inference (for Dirichlet processes and Gaussian processes), variational Bayes and conformal prediction.

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