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999 _c29576
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010 _a 2016304652
020 _a9789814725668
040 _aFTU
082 0 0 _a515/.83
100 1 _aOstalczyk, Piotr
_958668
245 1 0 _aDiscrete fractional calculus :
_bapplications in control and image processing
_cPiotr Ostalczyk
260 _aNew Jersey :
_bWorld Scientific,
_cc2016.
260 _c©2016
300 _axxxi, 361 p. :
_bill. ;
_c26 cm.
490 1 _aSeries in computer vision ;
_vvol. 4
504 _aIncludes bibliographical references (p. 341-358) and index.
505 0 _aPreface; 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.
520 _aThis book covers formulation, algorithms, and structural results of partially observed Markov decision processes, linking theory to real-world applications in controlled sensing.
650 0 _aFractional calculus
_958667
650 0 _aComputer science
_xMathematics
_927839
856 _uhttps://uowd.box.com/s/tsxocw67f638sosi2wjho6dr0tt84g3j
_zLocation Map
942 _cREGULAR
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