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In cognitive radio (CR) networks, there is a common assumption that the secondary devices always obey the spectrum access rules and are under full control. However, this may become unrealistic for future CR networks composed of intelligent, complicated and autonomous devices. To solve this problem, the concept of “proactive-optimization” cognitive radio (POCR) is proposed in this paper, in which the highly-intelligent secondary users proactively optimize their own behavior decisions according to the available information including device state and network condition to maximize their long-term reward. Furthermore, we propose an optimal transmission behavior decision scheme for secondary users in POCR networks considering imperfect spectrum channel sensing results. Specifically, we formulate the system as a partially-observable Markov decision process (POMDP) problem. With this formulation, a low complexity dynamic programming framework is introduced to obtain the optimal behavior policy. Extensive simulation results are presented to illustrate the significant performance improvement of the proposed scheme compared with the existing one that ignores the secondary user behavior optimization.