This paper surveys models and algorithms dealing with partially observable Markov
decision processes. A partially observable Markov decision process (POMDP) is a …

As more applications are found, interest in Hidden Markov Models continues to grow.
Following comments and feedback from colleagues, students and other working with Hidden …

During the seven years that elapsed between the first and second editions of the present
book, considerable progress was achieved in the area of financial modelling and pricing of …

Automated sequential decision making is crucial in many contexts. In the face of uncertainty,
this task becomes even more important, though at the same time, computing optimal …

An increasing number of researchers in many areas are becoming interested in the
application of the partially observable Markov decision process (pomdp) model to problems …

The time average reward for a discrete-time controlled Markov process subject to a time-
average cost constraint is maximized over the class of al causal policies. Each epoch, a …

The importance of file migration is increasing because of its potential to improve the
performance of distributed office, manufacturing and hospital information systems. To …

Advances in large-scale integrated logic and communication technology coupled with the
applications ex-plosion have led to distributed architectures. A distributed computersystem is …

This paper contains a review of the results of the martingale approach to point processes
and its applications to the theory of dynamical systems (in the engineering sense), mainly …

The paper presents models for discrete-time point processes (DTPP) and schemes for
recursive estimation of signals randomly influencing their rates. Although the models are …