Partially Observed Markov Decision Processes

Partially Observed Markov Decision Processes PDF

Author: Vikram Krishnamurthy

Publisher: Cambridge University Press

Published: 2016-03-21

Total Pages:

ISBN-13: 1316594785

DOWNLOAD EBOOK →

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?

Partially Observed Markov Decision Processes

Partially Observed Markov Decision Processes PDF

Author: Vikram Krishnamurthy

Publisher: Cambridge University Press

Published: 2016-03-21

Total Pages: 491

ISBN-13: 1107134609

DOWNLOAD EBOOK →

This book covers formulation, algorithms, and structural results of partially observed Markov decision processes, whilst linking theory to real-world applications in controlled sensing. Computations are kept to a minimum, enabling students and researchers in engineering, operations research, and economics to understand the methods and determine the structure of their optimal solution.

Markov Decision Processes in Artificial Intelligence

Markov Decision Processes in Artificial Intelligence PDF

Author: Olivier Sigaud

Publisher: John Wiley & Sons

Published: 2013-03-04

Total Pages: 367

ISBN-13: 1118620100

DOWNLOAD EBOOK →

Markov Decision Processes (MDPs) are a mathematical framework for modeling sequential decision problems under uncertainty as well as reinforcement learning problems. Written by experts in the field, this book provides a global view of current research using MDPs in artificial intelligence. It starts with an introductory presentation of the fundamental aspects of MDPs (planning in MDPs, reinforcement learning, partially observable MDPs, Markov games and the use of non-classical criteria). It then presents more advanced research trends in the field and gives some concrete examples using illustrative real life applications.

Reinforcement Learning

Reinforcement Learning PDF

Author: Marco Wiering

Publisher: Springer Science & Business Media

Published: 2012-03-05

Total Pages: 653

ISBN-13: 3642276458

DOWNLOAD EBOOK →

Reinforcement learning encompasses both a science of adaptive behavior of rational beings in uncertain environments and a computational methodology for finding optimal behaviors for challenging problems in control, optimization and adaptive behavior of intelligent agents. As a field, reinforcement learning has progressed tremendously in the past decade. The main goal of this book is to present an up-to-date series of survey articles on the main contemporary sub-fields of reinforcement learning. This includes surveys on partially observable environments, hierarchical task decompositions, relational knowledge representation and predictive state representations. Furthermore, topics such as transfer, evolutionary methods and continuous spaces in reinforcement learning are surveyed. In addition, several chapters review reinforcement learning methods in robotics, in games, and in computational neuroscience. In total seventeen different subfields are presented by mostly young experts in those areas, and together they truly represent a state-of-the-art of current reinforcement learning research. Marco Wiering works at the artificial intelligence department of the University of Groningen in the Netherlands. He has published extensively on various reinforcement learning topics. Martijn van Otterlo works in the cognitive artificial intelligence group at the Radboud University Nijmegen in The Netherlands. He has mainly focused on expressive knowledge representation in reinforcement learning settings.

Probabilistic Graphical Models

Probabilistic Graphical Models PDF

Author: Luis Enrique Sucar

Publisher: Springer Nature

Published: 2020-12-23

Total Pages: 370

ISBN-13: 3030619435

DOWNLOAD EBOOK →

This fully updated new edition of a uniquely accessible textbook/reference provides a general introduction to probabilistic graphical models (PGMs) from an engineering perspective. It features new material on partially observable Markov decision processes, causal graphical models, causal discovery and deep learning, as well as an even greater number of exercises; it also incorporates a software library for several graphical models in Python. The book covers the fundamentals for each of the main classes of PGMs, including representation, inference and learning principles, and reviews real-world applications for each type of model. These applications are drawn from a broad range of disciplines, highlighting the many uses of Bayesian classifiers, hidden Markov models, Bayesian networks, dynamic and temporal Bayesian networks, Markov random fields, influence diagrams, and Markov decision processes. Topics and features: Presents a unified framework encompassing all of the main classes of PGMs Explores the fundamental aspects of representation, inference and learning for each technique Examines new material on partially observable Markov decision processes, and graphical models Includes a new chapter introducing deep neural networks and their relation with probabilistic graphical models Covers multidimensional Bayesian classifiers, relational graphical models, and causal models Provides substantial chapter-ending exercises, suggestions for further reading, and ideas for research or programming projects Describes classifiers such as Gaussian Naive Bayes, Circular Chain Classifiers, and Hierarchical Classifiers with Bayesian Networks Outlines the practical application of the different techniques Suggests possible course outlines for instructors This classroom-tested work is suitable as a textbook for an advanced undergraduate or a graduate course in probabilistic graphical models for students of computer science, engineering, and physics. Professionals wishing to apply probabilistic graphical models in their own field, or interested in the basis of these techniques, will also find the book to be an invaluable reference. Dr. Luis Enrique Sucar is a Senior Research Scientist at the National Institute for Astrophysics, Optics and Electronics (INAOE), Puebla, Mexico. He received the National Science Prize en 2016.

A Concise Introduction to Decentralized POMDPs

A Concise Introduction to Decentralized POMDPs PDF

Author: Frans A. Oliehoek

Publisher: Springer

Published: 2016-06-03

Total Pages: 134

ISBN-13: 3319289292

DOWNLOAD EBOOK →

This book introduces multiagent planning under uncertainty as formalized by decentralized partially observable Markov decision processes (Dec-POMDPs). The intended audience is researchers and graduate students working in the fields of artificial intelligence related to sequential decision making: reinforcement learning, decision-theoretic planning for single agents, classical multiagent planning, decentralized control, and operations research.

Markov Decision Processes with Applications to Finance

Markov Decision Processes with Applications to Finance PDF

Author: Nicole Bäuerle

Publisher: Springer Science & Business Media

Published: 2011-06-06

Total Pages: 393

ISBN-13: 3642183247

DOWNLOAD EBOOK →

The theory of Markov decision processes focuses on controlled Markov chains in discrete time. The authors establish the theory for general state and action spaces and at the same time show its application by means of numerous examples, mostly taken from the fields of finance and operations research. By using a structural approach many technicalities (concerning measure theory) are avoided. They cover problems with finite and infinite horizons, as well as partially observable Markov decision processes, piecewise deterministic Markov decision processes and stopping problems. The book presents Markov decision processes in action and includes various state-of-the-art applications with a particular view towards finance. It is useful for upper-level undergraduates, Master's students and researchers in both applied probability and finance, and provides exercises (without solutions).

Decision Analytics and Optimization in Disease Prevention and Treatment

Decision Analytics and Optimization in Disease Prevention and Treatment PDF

Author: Nan Kong

Publisher: John Wiley & Sons

Published: 2018-02-02

Total Pages: 432

ISBN-13: 1118960130

DOWNLOAD EBOOK →

A systematic review of the most current decision models and techniques for disease prevention and treatment Decision Analytics and Optimization in Disease Prevention and Treatment offers a comprehensive resource of the most current decision models and techniques for disease prevention and treatment. With contributions from leading experts in the field, this important resource presents information on the optimization of chronic disease prevention, infectious disease control and prevention, and disease treatment and treatment technology. Designed to be accessible, in each chapter the text presents one decision problem with the related methodology to showcase the vast applicability of operations research tools and techniques in advancing medical decision making. This vital resource features the most recent and effective approaches to the quickly growing field of healthcare decision analytics, which involves cost-effectiveness analysis, stochastic modeling, and computer simulation. Throughout the book, the contributors discuss clinical applications of modeling and optimization techniques to assist medical decision making within complex environments. Accessible and authoritative, Decision Analytics and Optimization in Disease Prevention and Treatment: Presents summaries of the state-of-the-art research that has successfully utilized both decision analytics and optimization tools within healthcare operations research Highlights the optimization of chronic disease prevention, infectious disease control and prevention, and disease treatment and treatment technology Includes contributions by well-known experts from operations researchers to clinical researchers, and from data scientists to public health administrators Offers clarification on common misunderstandings and misnomers while shedding light on new approaches in this growing area Designed for use by academics, practitioners, and researchers, Decision Analytics and Optimization in Disease Prevention and Treatment offers a comprehensive resource for accessing the power of decision analytics and optimization tools within healthcare operations research.

Machine Learning: ECML 2005

Machine Learning: ECML 2005 PDF

Author: João Gama

Publisher: Springer Science & Business Media

Published: 2005-09-22

Total Pages: 784

ISBN-13: 3540292438

DOWNLOAD EBOOK →

This book constitutes the refereed proceedings of the 16th European Conference on Machine Learning, ECML 2005, jointly held with PKDD 2005 in Porto, Portugal, in October 2005. The 40 revised full papers and 32 revised short papers presented together with abstracts of 6 invited talks were carefully reviewed and selected from 335 papers submitted to ECML and 30 papers submitted to both, ECML and PKDD. The papers present a wealth of new results in the area and address all current issues in machine learning.

Advances in Service Science

Advances in Service Science PDF

Author: Hui Yang

Publisher: Springer

Published: 2018-12-28

Total Pages: 293

ISBN-13: 3030047261

DOWNLOAD EBOOK →

This volume offers the state-of-the-art research and developments in service science and related research, education and practice areas. It showcases emerging technology and applications in fields including healthcare, information technology, transportation, sports, logistics, and public services. Regardless of size and service, a service organization is a service system. Because of the socio-technical nature of a service system, a systems approach must be adopted to design, develop, and deliver services, aimed at meeting end users' both utilitarian and socio-psychological needs. Effective understanding of service and service systems often requires combining multiple methods to consider how interactions of people, technology, organizations, and information create value under various conditions. The papers in this volume highlight ways to approach such technical challenges in service science and are based on submissions from the 2018 INFORMS International Conference on Service Science.