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Partially Observed Markov Decision Processes From Filtering to Controlled Sensing, Vikram Krishnamurthy

NEW (2025):

Partially Observed Markov Decision Processes, 2nd Edition

Published by Cambridge University Press, 2025.

Table of Contents, Praface, and Index (Click to download)
This is a vastly expanded, comprehensive book on Bayesian filtering, structural results for POMDPs, reinforcement learning, and inverse reinforcement learning


Internet Supplement: Errata and Problem Sets (Click to download)

The above Internet Supplement contains errata, exercises, examples, and case studies for a graduate-level course on POMDPs. Last updated Nov 13, 2025.

@book{krishnamurthy2025partially,
  title     = {Partially Observed Markov Decision Processes. Filtering, Learning and Controlled Sensing},
  author    = {Krishnamurthy, Vikram},
  year      = {2025},
  edition   = {2nd},
  publisher = {Cambridge University Press}
}
    

@book{krishnamurthy2018dynamics,
title={Dynamics of Engineered Artificial Membranes and Biosensors},
author={Hoiles, William and Krishnamurthy, Vikram and Cornell, Bruce},
year={2018},
publisher={Cambridge University Press}}

Dynamics of Engineered Artificial Membranes

@article{krishnamurthy2014interactive,
title={Interactive sensing and decision making in social networks},
author={Krishnamurthy, Vikram and Gharehshiran, Omid Namvar and Hamdi, Maziyar},
journal={Foundations and Trends{\textregistered} in Signal Processing},
volume={7},
number={1-2},
pages={1–196},
year={2014},
publisher={Now Publishers, Inc.}}
You can download the version on arXiv for free.

 

 

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