Book contents
- Frontmatter
- Contents
- Preface
- 1 Introduction
- Part I Stochastic Models and Bayesian Filtering
- Part II Partially Observed Markov Decision Processes: Models and Applications
- Part III Partially Observed Markov Decision Processes: Structural Results
- Part IV Stochastic Approximation and Reinforcement Learning
- Appendix A Short primer on stochastic simulation
- Appendix B Continuous-time HMM filters
- Appendix C Markov processes
- Appendix D Some limit theorems
- References
- Index
1 - Introduction
Published online by Cambridge University Press: 05 April 2016
- Frontmatter
- Contents
- Preface
- 1 Introduction
- Part I Stochastic Models and Bayesian Filtering
- Part II Partially Observed Markov Decision Processes: Models and Applications
- Part III Partially Observed Markov Decision Processes: Structural Results
- Part IV Stochastic Approximation and Reinforcement Learning
- Appendix A Short primer on stochastic simulation
- Appendix B Continuous-time HMM filters
- Appendix C Markov processes
- Appendix D Some limit theorems
- References
- Index
Summary

- Type
- Chapter
- Information
- Partially Observed Markov Decision ProcessesFrom Filtering to Controlled Sensing, pp. 1 - 8Publisher: Cambridge University PressPrint publication year: 2016