In　Cognitive　Radio　(CR)　networks,　there　is　a　common　assumption　that　secondary　devices　always　obey　commands　and　are　under　full　control.　However,　this　assumption　may　become　unrealistic　for　future　CR　networks　with　more　intelligent,　sophisticated　and　autonomous　devices.　Imperfect　spectrum　sensing　and　illegal　behaviour　of　secondary　users　can　result　in　harmful　interference　to　primary　users.　In　this　paper,　we　propose　a　novel　concept　of　Proactive-Optimization　CR　(POCR)　networks,　in　which　highly　intelligent　secondary　users　always　try　to　proactively　consider　potentially　harmful　interference　when　making　their　behaviour　decision.　Furthermore,　we　propose　an　optimal　transmission　behaviour　decision　scheme　for　secondary　users　in　POCR　networks　considering　the　possible　harmful　interference　and　penalties　from　primary　users.　Specifically,　we　formulate　the　system　as　a　Partially-Observable　Markov　Decision　Process　(POMDP)　problem.　With　this　formulation,　a　low-complexity　dynamic　programming　framework　is　presented　to　obtain　the　optimal　behaviour　policy.　Extensive　simulation　results　are　presented　to　illustrate　the　significant　performance　improvement　of　the　proposed　scheme　compared　with　the　existing　one　that　ignores　the　proactive-optimization　of　secondary　users.