Cantitate/Preț
Produs

Partially Observed Markov Decision Processes

Autor Vikram Krishnamurthy
en Limba Engleză Hardback – 28 apr 2025
This survey of formulation, algorithms, and structural results in POMDPs focuses on underlying concepts and connections to real-world applications in controlled sensing, keeping technical machinery to a minimum. The new edition includes inverse reinforcement learning, non-parametric Bayesian inference, variational Bayes and conformal prediction.
Citește tot Restrânge

Carte tipărită la comandă

Livrare economică 10-24 august
Livrare express 03-09 iulie pentru 108100 lei

Livrare prin curier în România Termenul estimat este afișat lângă disponibilitate.
Transport gratuit pentru acest produs Plată online sau ramburs, în funcție de opțiunile comenzii.
Retur gratuit în 14 zile Comandă securizată și suport în română.

Specificații

ISBN-13: 9781009449434
ISBN-10: 1009449435
Pagini: 652
Dimensiuni: 183 x 260 x 39 mm
Greutate: 1.4 kg
Ediția:2 Revised edition
Editura: Cambridge University Press

Cuprins

Preface; 1. Introduction; Part I. Stochastic Models and Bayesian Filtering: 2. Stochastic state-space models; 3. Optimal filtering; 4. Algorithms for maximum likelihood parameter estimation; 5. Multi-agent sensing: social learning and data incest; Part II. Partially Observed Markov Decision Processes. Models and Algorithms: 6. Fully observed Markov decision processes; 7. Partially observed Markov decision processes (POMDPs); 8. POMDPs in controlled sensing and sensor scheduling; Part III. Partially Observed Markov Decision Processes: 9. Structural results for Markov decision processes; 10. Structural results for optimal filters; 11. Monotonicity of value function for POMPDs; 12. Structural results for stopping time POMPDs; 13. Stopping time POMPDs for quickest change detection; 14. Myopic policy bounds for POMPDs and sensitivity to model parameters; Part IV. Stochastic Approximation and Reinforcement Learning: 15. Stochastic optimization and gradient estimation; 16. Reinforcement learning; 17. Stochastic approximation algorithms: examples; 18. Summary of algorithms for solving POMPDs; Appendix A. Short primer on stochastic simulation; Appendix B. Continuous-time HMM filters; Appendix C. Markov processes; Appendix D. Some limit theorems; Bibliography; Index.