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Decision Making Under Uncertainty: Theory and Application (MIT Lincoln Laboratory Series)

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Decision Making Under Uncertainty: Theory and Application (MIT Lincoln Laboratory Series)

4.85 26,256 ratings · 5,661 reviews
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Overview: An introduction to decision making under uncertainty from a computational perspective, covering both theory and applications ranging from speech recognition to airborne collision avoidance. Many important problems involve decision making under uncertainty--that is, choosing actions based on often imperfect observations, with unknown outcomes. Designers of automated decision support systems must take into account the various sources of uncertainty while balancing the multiple objectives of the system. This book provides an introduction to the challenges of decision making under uncertainty from a computational perspective. It presents both the theory behind decision making models and algorithms and a collection of example applications that range from speech recognition to aircraft collision avoidance.Focusing on two methods for designing decision agents, planning and reinforcement learning, the book covers probabilistic models, introducing Bayesian networks as a graphical model that captures probabilistic relationships between variables; utility theory as a framework for understanding optimal decision making under uncertainty; Markov decision processes as a method for modeling sequential problems; model uncertainty; state uncertainty; and cooperative decision making involving multiple interacting agents. A series of applications shows how the theoretical concepts can be applied to systems for attribute-based person search, speech applications, collision avoidance, and unmanned aircraft persistent surveillance.Decision Making Under Uncertainty unifies research from different communities using consistent notation, and is accessible to students and researchers across engineering disciplines who have some prior exposure to probability theory and calculus. It can be used as a text for advanced undergraduate and graduate students in fields including computer science, aerospace and electrical engineering, and management science. It will also be a valuable professional reference for researchers in a variety of disciplines.

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Published July 17, 2015
ISBN 26263153
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Mykel J. Kochenderfer
About the Author
Mykel J. Kochenderfer
15,611 Followers

Mykel J. Kochenderfer writes contemporary fiction and has always been fascinated by character-driven stories. They hold a degree in English Literature and previously worked as an editor before transitioning to writing their own books. Mykel J. Kochenderfer lives with their spouse and a very vocal rescue cat.

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Anthony Johnson
Anthony Johnson July 28, 2024
A very strong entry. The middle had a deliberate pace, but the climax was phenomenal. Quite impressive overall.
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Such a rich narrative. I adored how the story unfolded. It kept me captivated without sacrificing elegance. A true literary gem.
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Absolutely brilliant. The prose is exquisite. It’s accessible yet undeniably sophisticated. An absolute must-read for connoisseurs of the genre.
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A profoundly satisfying read. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I will undoubtedly revisit this masterpiece.
Kenneth Cruz
Kenneth Cruz November 19, 2025
Excellent, though slightly flawed. A brilliant concept executed with flair. Just a few pacing choices I would change. Quite impressive overall.
Donna King
Donna King November 19, 2024
Honestly one of the most premium reading experiences lately. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An absolute must-read for connoisseurs of the genre.
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It was adequate. It possessed moments of brilliance, but the narrative felt slightly disjointed ultimately. Suitable if your reading queue is empty.
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Masterpiece from start to finish. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I am now a lifelong fan of this author.
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Mary King July 13, 2024
Absolutely brilliant. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An absolute must-read for connoisseurs of the genre.
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Exceeded all my expectations. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I will undoubtedly revisit this masterpiece.
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Exceeded all my expectations. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I am now a lifelong fan of this author.
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Ryan Phillips August 07, 2024
A profoundly satisfying read. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I am now a lifelong fan of this author.
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A highly sophisticated read. The middle had a deliberate pace, but the climax was phenomenal. A wonderful companion for a quiet weekend.
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Stephanie Williams January 11, 2024
It was adequate. The tempo was somewhat languid, and I found my mind wandering. Not poor, simply average. Perhaps more aligned with a different audience's tastes.
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Masterpiece from start to finish. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An absolute must-read for connoisseurs of the genre.
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I was completely blown away. The author orchestrated a breathtaking finale. Truly a work of art. I will undoubtedly revisit this masterpiece.
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Took a moment to build, but the payoff was spectacular. A brilliant concept executed with flair. Just a few pacing choices I would change. A very distinguished novel.
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A profoundly satisfying read. The prose is exquisite. It’s accessible yet undeniably sophisticated. I am now a lifelong fan of this author.
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A highly sophisticated read. It held my rapt attention, even when certain twists were telegraphed. I would highly recommend this to discerning readers.
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Not entirely to my refined tastes. Certain acts were fascinating, while others felt like a slight endeavor to complete. Unlikely to reread, but a reasonable expenditure of time.
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Absolutely brilliant. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An absolute must-read for connoisseurs of the genre.
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Absolutely brilliant. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I will undoubtedly revisit this masterpiece.
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I was completely blown away. The prose is exquisite. It’s accessible yet undeniably sophisticated. A true literary gem.
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Honestly one of the most premium reading experiences lately. The author orchestrated a breathtaking finale. Truly a work of art. A true literary gem.
Kevin Turner
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I thoroughly enjoyed the elegance of it. It held my rapt attention, even when certain twists were telegraphed. Quite impressive overall.
Andrew Rivera
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I was completely blown away. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An effortless 5 stars.
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Took a moment to build, but the payoff was spectacular. A brilliant concept executed with flair. Just a few pacing choices I would change. I would highly recommend this to discerning readers.
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A highly sophisticated read. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A solid 4 stars from me.
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A highly sophisticated read. The middle had a deliberate pace, but the climax was phenomenal. Quite impressive overall.
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Such a rich narrative. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I will undoubtedly revisit this masterpiece.
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Masterpiece from start to finish. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An effortless 5 stars.
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Masterpiece from start to finish. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I will undoubtedly revisit this masterpiece.
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Such a rich narrative. The prose is exquisite. It’s accessible yet undeniably sophisticated. I will undoubtedly revisit this masterpiece.
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An acceptable diversion. The tempo was somewhat languid, and I found my mind wandering. Not poor, simply average. Perhaps more aligned with a different audience's tastes.
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Masterpiece from start to finish. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An absolute must-read for connoisseurs of the genre.
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Exceeded all my expectations. The author orchestrated a breathtaking finale. Truly a work of art. An absolute must-read for connoisseurs of the genre.
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Took a moment to build, but the payoff was spectacular. It held my rapt attention, even when certain twists were telegraphed. Quite impressive overall.
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Such a rich narrative. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I am now a lifelong fan of this author.
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Such a rich narrative. The author orchestrated a breathtaking finale. Truly a work of art. I will undoubtedly revisit this masterpiece.
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Honestly one of the most premium reading experiences lately. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. Worth every moment spent reading.
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A highly sophisticated read. A brilliant concept executed with flair. Just a few pacing choices I would change. A very distinguished novel.
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A profoundly satisfying read. The author orchestrated a breathtaking finale. Truly a work of art. An effortless 5 stars.
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Absolutely brilliant. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I will undoubtedly revisit this masterpiece.
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Masterpiece from start to finish. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I am now a lifelong fan of this author.
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Excellent, though slightly flawed. The protagonist was compelling, though some subplots felt slightly overshadowed. Quite impressive overall.
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Excellent, though slightly flawed. A brilliant concept executed with flair. Just a few pacing choices I would change. A wonderful companion for a quiet weekend.
Donna Ramirez
Donna Ramirez March 09, 2024
Exceeded all my expectations. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I am now a lifelong fan of this author.
Jacob Smith
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Honestly one of the most premium reading experiences lately. The prose is exquisite. It’s accessible yet undeniably sophisticated. An absolute must-read for connoisseurs of the genre.
Kenneth Moore
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Masterpiece from start to finish. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An absolute must-read for connoisseurs of the genre.
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A profoundly satisfying read. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I am now a lifelong fan of this author.
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Jacob Smith December 26, 2025
I thoroughly enjoyed the elegance of it. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. Quite impressive overall.
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Masterpiece from start to finish. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I am now a lifelong fan of this author.
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A highly sophisticated read. A brilliant concept executed with flair. Just a few pacing choices I would change. A wonderful companion for a quiet weekend.
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A very strong entry. A brilliant concept executed with flair. Just a few pacing choices I would change. A very distinguished novel.
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I was completely blown away. The prose is exquisite. It’s accessible yet undeniably sophisticated. I am now a lifelong fan of this author.
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A profoundly satisfying read. The prose is exquisite. It’s accessible yet undeniably sophisticated. An absolute must-read for connoisseurs of the genre.
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Absolutely brilliant. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I am now a lifelong fan of this author.
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Honestly one of the most premium reading experiences lately. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An effortless 5 stars.
Kimberly Jackson
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Absolutely brilliant. The author orchestrated a breathtaking finale. Truly a work of art. Worth every moment spent reading.
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Absolutely brilliant. I adored how the story unfolded. It kept me captivated without sacrificing elegance. Worth every moment spent reading.
Dorothy Young
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Masterpiece from start to finish. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An absolute must-read for connoisseurs of the genre.
Joshua Ramirez
Joshua Ramirez June 23, 2024
A profoundly satisfying read. The prose is exquisite. It’s accessible yet undeniably sophisticated. An effortless 5 stars.
John Sanchez
John Sanchez November 22, 2024
Absolutely brilliant. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An effortless 5 stars.
Jessica Gonzalez
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A profoundly satisfying read. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. Worth every moment spent reading.
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Nancy Reyes May 24, 2024
A highly sophisticated read. A brilliant concept executed with flair. Just a few pacing choices I would change. Quite impressive overall.
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Patricia Williams August 22, 2024
I thoroughly enjoyed the elegance of it. The protagonist was compelling, though some subplots felt slightly overshadowed. A very distinguished novel.
Robert White
Robert White June 07, 2024
Masterpiece from start to finish. I adored how the story unfolded. It kept me captivated without sacrificing elegance. Worth every moment spent reading.
Stephanie Evans
Stephanie Evans July 30, 2024
Such a rich narrative. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I will undoubtedly revisit this masterpiece.
Steven Wright
Steven Wright January 09, 2024
An acceptable diversion. The tempo was somewhat languid, and I found my mind wandering. Not poor, simply average. Unlikely to reread, but a reasonable expenditure of time.
William Diaz
William Diaz September 25, 2025
I was completely blown away. The author orchestrated a breathtaking finale. Truly a work of art. An absolute must-read for connoisseurs of the genre.
Dorothy Wilson
Dorothy Wilson October 04, 2024
A very strong entry. The middle had a deliberate pace, but the climax was phenomenal. Quite impressive overall.
David Flores
David Flores July 14, 2024
Such a rich narrative. The author orchestrated a breathtaking finale. Truly a work of art. An effortless 5 stars.
John Moore
John Moore December 01, 2024
Honestly one of the most premium reading experiences lately. The prose is exquisite. It’s accessible yet undeniably sophisticated. Worth every moment spent reading.
Jessica Thomas
Jessica Thomas June 06, 2025
An acceptable diversion. Certain acts were fascinating, while others felt like a slight endeavor to complete. Perhaps more aligned with a different audience's tastes.
George Lopez
George Lopez May 20, 2024
A very strong entry. The protagonist was compelling, though some subplots felt slightly overshadowed. Quite impressive overall.
Karen Diaz
Karen Diaz February 18, 2024
A profoundly satisfying read. The prose is exquisite. It’s accessible yet undeniably sophisticated. I am now a lifelong fan of this author.
David Lee
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Excellent, though slightly flawed. The protagonist was compelling, though some subplots felt slightly overshadowed. I would highly recommend this to discerning readers.
Edward Rodriguez
Edward Rodriguez May 09, 2024
Absolutely brilliant. The author orchestrated a breathtaking finale. Truly a work of art. Worth every moment spent reading.
Kimberly Jackson
Kimberly Jackson September 28, 2024
Such a rich narrative. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An effortless 5 stars.
Dorothy Wilson
Dorothy Wilson March 02, 2025
I was completely blown away. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I will undoubtedly revisit this masterpiece.
Kimberly Brown
Kimberly Brown July 21, 2024
A very strong entry. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A very distinguished novel.
Mark Rodriguez
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I was completely blown away. The prose is exquisite. It’s accessible yet undeniably sophisticated. An absolute must-read for connoisseurs of the genre.
Patricia Hall
Patricia Hall October 04, 2024
Took a moment to build, but the payoff was spectacular. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. Quite impressive overall.
Kimberly Jackson
Kimberly Jackson March 28, 2025
Such a rich narrative. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I will undoubtedly revisit this masterpiece.
Jacob Garcia
Jacob Garcia November 02, 2024
I thoroughly enjoyed the elegance of it. The protagonist was compelling, though some subplots felt slightly overshadowed. A wonderful companion for a quiet weekend.
Nancy Campbell
Nancy Campbell June 14, 2025
Absolutely brilliant. The author orchestrated a breathtaking finale. Truly a work of art. An effortless 5 stars.
Robert White
Robert White May 30, 2025
Masterpiece from start to finish. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I will undoubtedly revisit this masterpiece.
Kenneth Harris
Kenneth Harris August 23, 2025
Such a rich narrative. The author orchestrated a breathtaking finale. Truly a work of art. A true literary gem.
George Wilson
George Wilson May 29, 2024
Absolutely brilliant. The prose is exquisite. It’s accessible yet undeniably sophisticated. I am now a lifelong fan of this author.
Donna Torres
Donna Torres August 16, 2024
Such a rich narrative. The prose is exquisite. It’s accessible yet undeniably sophisticated. An absolute must-read for connoisseurs of the genre.
Lisa Allen
Lisa Allen September 11, 2025
Masterpiece from start to finish. I became deeply invested in the protagonist's journey. A masterclass in storytelling. A true literary gem.
Daniel Collins
Daniel Collins January 07, 2024
I thoroughly enjoyed the elegance of it. It held my rapt attention, even when certain twists were telegraphed. A solid 4 stars from me.
Paul Ramirez
Paul Ramirez December 25, 2025
A profoundly satisfying read. I became deeply invested in the protagonist's journey. A masterclass in storytelling. Worth every moment spent reading.
George Baker
George Baker May 03, 2024
A profoundly satisfying read. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An effortless 5 stars.
Kimberly King
Kimberly King April 13, 2024
A profoundly satisfying read. The prose is exquisite. It’s accessible yet undeniably sophisticated. An absolute must-read for connoisseurs of the genre.
Kimberly King
Kimberly King April 28, 2024
Masterpiece from start to finish. The prose is exquisite. It’s accessible yet undeniably sophisticated. I am now a lifelong fan of this author.
Andrew Green
Andrew Green April 02, 2025
A profoundly satisfying read. The prose is exquisite. It’s accessible yet undeniably sophisticated. I am now a lifelong fan of this author.
Gary Campbell
Gary Campbell June 12, 2024
Masterpiece from start to finish. The author orchestrated a breathtaking finale. Truly a work of art. An effortless 5 stars.
Thomas  Davis
Thomas Davis February 14, 2024
I was completely blown away. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I am now a lifelong fan of this author.
Dorothy Moore
Dorothy Moore July 10, 2024
I thoroughly enjoyed the elegance of it. It held my rapt attention, even when certain twists were telegraphed. I would highly recommend this to discerning readers.
Robert Hill
Robert Hill May 29, 2025
Absolutely brilliant. The prose is exquisite. It’s accessible yet undeniably sophisticated. Worth every moment spent reading.
Linda Jones
Linda Jones January 23, 2025
Excellent, though slightly flawed. The protagonist was compelling, though some subplots felt slightly overshadowed. I would highly recommend this to discerning readers.
Donna King
Donna King December 02, 2025
Masterpiece from start to finish. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An absolute must-read for connoisseurs of the genre.
Christopher Garcia
Christopher Garcia August 13, 2025
Not entirely to my refined tastes. The tempo was somewhat languid, and I found my mind wandering. Not poor, simply average. Suitable if your reading queue is empty.
Betty Wilson
Betty Wilson March 02, 2024
Not entirely to my refined tastes. It possessed moments of brilliance, but the narrative felt slightly disjointed ultimately. Unlikely to reread, but a reasonable expenditure of time.
Robert Rivera
Robert Rivera March 02, 2025
Took a moment to build, but the payoff was spectacular. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A very distinguished novel.
Jessica Thomas
Jessica Thomas December 29, 2024
Absolutely brilliant. The prose is exquisite. It’s accessible yet undeniably sophisticated. A true literary gem.
Donald Rivera
Donald Rivera September 27, 2024
A very strong entry. A brilliant concept executed with flair. Just a few pacing choices I would change. Quite impressive overall.
Dorothy Harris
Dorothy Harris March 06, 2025
A highly sophisticated read. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A very distinguished novel.
Carol Smith
Carol Smith June 10, 2024
A profoundly satisfying read. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I will undoubtedly revisit this masterpiece.
Dorothy Garcia
Dorothy Garcia August 05, 2025
Honestly one of the most premium reading experiences lately. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An effortless 5 stars.
Emily Williams
Emily Williams March 03, 2025
I was completely blown away. The author orchestrated a breathtaking finale. Truly a work of art. Worth every moment spent reading.
Ashley Rivera
Ashley Rivera July 07, 2025
Such a rich narrative. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I am now a lifelong fan of this author.
Emily Hill
Emily Hill November 12, 2024
I thoroughly enjoyed the elegance of it. It held my rapt attention, even when certain twists were telegraphed. I would highly recommend this to discerning readers.
Jessica Thomas
Jessica Thomas November 26, 2024
Excellent, though slightly flawed. The middle had a deliberate pace, but the climax was phenomenal. I would highly recommend this to discerning readers.
Betty Smith
Betty Smith January 24, 2025
A very strong entry. The protagonist was compelling, though some subplots felt slightly overshadowed. A solid 4 stars from me.
Ashley Wright
Ashley Wright December 20, 2025
Honestly one of the most premium reading experiences lately. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. A true literary gem.
Jennifer Nelson
Jennifer Nelson August 23, 2024
I was completely blown away. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An effortless 5 stars.
Linda White
Linda White April 21, 2024
Took a moment to build, but the payoff was spectacular. The middle had a deliberate pace, but the climax was phenomenal. Quite impressive overall.
Richard Lopez
Richard Lopez March 28, 2025
Masterpiece from start to finish. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. A true literary gem.
Betty Smith
Betty Smith February 21, 2024
A highly sophisticated read. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A solid 4 stars from me.
Laura Mitchell
Laura Mitchell March 08, 2024
A profoundly satisfying read. The author orchestrated a breathtaking finale. Truly a work of art. I am now a lifelong fan of this author.
Steven Wright
Steven Wright April 04, 2024
I was completely blown away. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I am now a lifelong fan of this author.
Karen Diaz
Karen Diaz December 20, 2025
Took a moment to build, but the payoff was spectacular. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A very distinguished novel.
Stephanie Evans
Stephanie Evans September 13, 2025
Excellent, though slightly flawed. A brilliant concept executed with flair. Just a few pacing choices I would change. A wonderful companion for a quiet weekend.
Dorothy Wilson
Dorothy Wilson May 24, 2024
Excellent, though slightly flawed. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A very distinguished novel.
Kenneth Cruz
Kenneth Cruz June 19, 2024
Took a moment to build, but the payoff was spectacular. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. Quite impressive overall.
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