Vikram Krishnamurthy
Professor, Electrical & Computer Engineering,
Cornell University, Ithaca, NY, 14853, USA.
Also: Center for Applied Math, and Mechanical & Aerospace Engineering.
Blurb. Dr. Krishnamurthy received his PhD from Australian National University in 1992. He is a Fellow of IEEE, served as distinguished lecturer for the IEEE Signal Processing Society, Editor in Chief of IEEE Journal Selected Topics in Signal Processing. He was awarded an honorary doctorate from KTH, Sweden.
Books
- Partially Observed Markov Decision Processes (2nd Edition)
NEW – Cambridge University Press, 2025.
A vastly expanded version of my 2016 book. This is a comprehensive textbook on Bayesian filtering, structural results for POMDPs, reinforcement learning, and inverse reinforcement learning. Click on the above link for the book webpage and instructional material. - Monograph on Inverse Reinforcement Learning using Revealed Preferences and Passive Stochastic Optimization
- Dynamics of Engineered Artificial Membranes & Biosensors, Cambridge University Press, 2018.
- Interactive Sensing and Decision Making in Social Networks, Foundations and Trends in Signal Processing, 2014. (download)
Research
Fundamentals: Statistical signal processing, stochastic control (POMDPs), stochastic optimization, inverse reinforcement learning.
Applications: Dynamics of social networks with LLMs and humans, Adaptive sensing and cognitive radar.
My current research centers on stochastic optimization and learning in human–LLM social network dynamics. Previously, I contributed extensively to foundational work on hidden Markov models, EM algorithms, nonlinear filtering, resource allocation in wireless networks, and biosensing.
- Click here for all my publications.
- Click My arXiv publications
here for preprints on arXiv