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Decision making under uncertainty : theory and application

Author: Mykel J Kochenderfer
Publisher: Cambridge, Massachusetts MIT Press [2015]
Series: Lincoln Laboratory series
Edition/Format:   Computer file : EnglishView all editions and formats
Summary:
Many important problems involve decision making under uncertainty -- that is, choosing actions based on often imperfect observations, with unknown outcomes. Designers of automated decision support systems must take into account the various sources of uncertainty while balancing the multiple objectives of the system. This book provides an introduction to the challenges of decision making under uncertainty from a  Read more...
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Details

Material Type: Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Mykel J Kochenderfer
ISBN: 9780262331708 0262331705 9780262029254 0262029251
OCLC Number: 973044778
Accession No: (DE-604)BV044032148 (ZDB-37-IEM)7288640
Description: 1 Online-Ressource (xxv, 323 pages) : illustrations (some color), portraits.
Series Title: Lincoln Laboratory series
Responsibility: Mykel J. Kochenderfer, with contributions from Christopher Amato, Girish Chowdhary, Jonathan P. How, Hayley J. Davison Reynolds, Jason R. Thornton, Pedro A. Torres-Carrasquillo, N. Kemal Ure, John Vian.

Abstract:

An introduction to decision making under uncertainty from a computational perspective, covering both theory and applications ranging from speech recognition to airborne collision avoidance.  Read more...

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    schema:description "Many important problems involve decision making under uncertainty -- that is, choosing actions based on often imperfect observations, with unknown outcomes. Designers of automated decision support systems must take into account the various sources of uncertainty while balancing the multiple objectives of the system. This book provides an introduction to the challenges of decision making under uncertainty from a computational perspective. It presents both the theory behind decision making models and algorithms and a collection of example applications that range from speech recognition to aircraft collision avoidance.Focusing on two methods for designing decision agents, planning and reinforcement learning, the book covers probabilistic models, introducing Bayesian networks as a graphical model that captures probabilistic relationships between variables; utility theory as a framework for understanding optimal decision making under uncertainty; Markov decision processes as a method for modeling sequential problems; model uncertainty; state uncertainty; and cooperative decision making involving multiple interacting agents. A series of applications shows how the theoretical concepts can be applied to systems for attribute-based person search, speech applications, collision avoidance, and unmanned aircraft persistent surveillance. Decision Making Under Uncertainty unifies research from different communities using consistent notation, and is accessible to students and researchers across engineering disciplines who have some prior exposure to probability theory and calculus. It can be used as a text for advanced undergraduate and graduate students in fields including computer science, aerospace and electrical engineering, and management science. It will also be a valuable professional reference for researchers in a variety of disciplines." ;
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