How to build smart reconfigurable sensors that dynamically adapt their behavior over time? This is a partially observed stochastic control problem. Examples include cognitive radars, sensor scheduling and cognitive radio.
Our research in POMDPs focus mainly on structural results – that is, how to characterize the optimal policy using powerful ideas in supermodularity and stochastic dominance – without brute force computations.
Book and Related Papers
- (Book) V. Krishnamurthy, Partially Observed Markov Decision Processes – From Filtering to Controlled Sensing, Cambridge Univ Press 2016. Click on book image on right to access book and internet supplement.
- V. Krishnamurthy, S. Bhatt, Sequential Detection of Market Shocks with Risk-Averse CVaR social sensors, IEEE Journal Selected Topics Signal Processing, 2016
- V. Krishnamurthy, E Leoff, J. Sass, Filterbased stochastic volatility in continuous-time hidden Markov models, Econometrics and Statistics, Nov 2016.
- V. Krishnamurthy, U. Pareek, Myopic Bounds for Optimal Policies of POMDPs: An extension of Lovejoy’s Structural Results, Operations Research, 2014.
- V. Krishnamurthy, Quickest Detection POMDPs with Social Learning , IEEE Trans Information Theory, Aug 2012
- V. Krishnamurthy, How to schedule measurements of a noisy Markov chain for decision making, IEEE Trans Information Theory, July 2013.
- V. Krishnamurthy, Bayesian Sequential Detection with Phase-Distributed Change Time and Nonlinear Penalty – A Lattice Programming Approach, IEEE Transactions Information Theory, October 2011.
- V. Krishnamurthy, B. Wahlberg, POMDP Multiarmed Bandits–Structural Results, Mathematics of Operations Research, May 2009.
- V. Krishnamurthy, R. Bitmead, M. Gevers, E. Miehling, Sequential Detection with Mutual Information Stopping Cost: Application in GMTI Radar, IEEE Transactions Signal Processing, Vol.60, No.2, pp.700–714, Feb 2012.
- V. Krishnamurthy, D. Djonin, Optimal Threshold Policies for Multivariate POMDPs in Radar Resource Management, IEEE Trans Signal Processing, Vol.57, No.10, pp.3954–3969, 2009.
- V. Krishnamurthy, D. Djonin, Structured Threshold Policies for Dynamic Sensor Scheduling–A POMDP Approach, IEEE Trans Signal Processing, Vol.55, No.10, pp.4938–4957, Oct.2007.
- R. Evans, V. Krishnamurthy and G. Nair, Networked Sensor Management and Data Rate Control for Tracking Maneuvering Targets, IEEE Transactions on Signal Processing, Vol.53, No.6, pp.1979–1991, June 2005.
- V. Krishnamurthy, Algorithms for Optimal Scheduling and Management of Hidden Markov Model Sensors, IEEE Transactions Signal Processing, Vol.50, No.6, pp.1382–1397, June 2002.
- L. Johnston and V. Krishnamurthy, Opportunistic File Transfer over a Fading Channel – A POMDP Search Theory Formulation with Optimal Threshold Policies,IEEE Transactions Wireless Communications, Vol.5, No.2, pp. 394–405, Feb. 2006.
- S. Singh and V. Krishnamurthy, The optimal search for a Markovian target when the search path is constrained: the infinite horizon case, IEEE Transactions Automatic Control, Vol.48, No.3, pp.487–492, March 2003.