This book presents recent research in decision making under uncertainty, in particular reinforcement learning and learning with expert advice. The core elements of decision theory, Markov decision processes and reinforcement learning have not been previously collected in a concise volume. Our aim with this book was to provide a solid theoretical foundation with elementary proofs of the most important theorems in the field, all collected in one place, and not typically found in introductory textbooks. This book is addressed to graduate students that are interested in statistical decision making under uncertainty and the foundations of reinforcement learning.

This book constitutes the refereed proceedings of the International ECML/PKDD Workshop on Privacy and Security Issues in Data Mining and Machine Learning, PSDML 2010, held in Barcelona, Spain, in September 2010. The 11 revised full papers presented were carefully reviewed and selected from 21 submissions. The papers range from data privacy to security applications, focusing on detecting malicious behavior in computer systems.