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Risk-sensitive control of discrete-time partially observed Markov decision processes
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Partially Observed Markov Decision Processes
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Authors: Vikram Krishnamurthy
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Type: BOOK - Published: 2016-03-21 - Publisher: Cambridge University Press

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Covering formulation, algorithms, and structural results, and linking theory to real-world applications in controlled sensing (including social learning, adapti
Discrete-time Partially Observed Markov Decision Processes
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Discrete-Time Markov Control Processes
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Authors: Onesimo Hernandez-Lerma
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Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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This book presents the first part of a planned two-volume series devoted to a systematic exposition of some recent developments in the theory of discrete-time M
Markov Decision Processes with Their Applications
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Put together by two top researchers in the Far East, this text examines Markov Decision Processes - also called stochastic dynamic programming - and their appli