44 citations · 364 across the 85 of their papers we have counts for
4 papers · 2 filters
Multiple Stopping Time POMDPs: Structural Results & Application in Interactive Advertising in Social Media
Vikram Krishnamurthy, Anup Aprem, Sujay Bhatt
This paper considers a multiple stopping time problem for a Markov chain observed in noise, where a decision maker chooses at most L stopping times to maximize a cumulative objecti…
Computing monotone policies for Markov decision processes: a nearly-isotonic penalty approach
Robert Mattila, Cristian R. Rojas, Vikram Krishnamurthy +1
This paper discusses algorithms for solving Markov decision processes (MDPs) that have monotone optimal policies. We propose a two-stage alternating convex optimization scheme that…
Asymptotically Efficient Identification of Known-Sensor Hidden Markov Models
Robert Mattila, Cristian R. Rojas, Vikram Krishnamurthy +1
We consider estimating the transition probability matrix of a finite-state finite-observation alphabet hidden Markov model with known observation probabilities. The main contributi…
POMDP Structural Results for Controlled Sensing
Vikram Krishnamurthy
This article provides a short review of some structural results in controlled sensing when the problem is formulated as a partially observed Markov decision process. In particular,…