Variational Bayes in Distributed Fully Probabilistic Decision Making
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F11%3A00368318" target="_blank" >RIV/67985556:_____/11:00368318 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Variational Bayes in Distributed Fully Probabilistic Decision Making
Original language description
We are concerned with design of decentralized control strategy for stochastic systems with global performance measure. It is possible to design optimal centralized control strategy, which often cannot be used in distributed way. The distributed strategythen has to be suboptimal (imperfect) in some sense. In this paper, we propose to optimize the centralized control strategy under the restriction of conditional independence of control inputs of distinct decision makers. Under this optimization, the maintheorem for the Fully Probabilistic Design is closely related to that of the well known Variational Bayes estimation method. The resulting algorithm then requires communication between individual decision makers in the form of functions expressing moments of conditional probability densities. This contrasts to the classical Variational Bayes method where the moments are typically numerical.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
The 2nd International Workshop od Decision Making with Multiple Imperfect Decision Makers. Held in Conjunction with the 25th Annual Conference on Neural Information Processing Systems (NIPS 2011)
ISBN
978-80-903834-6-3
ISSN
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e-ISSN
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Number of pages
8
Pages from-to
73-80
Publisher name
Institute of Information Theory and Automation
Place of publication
Prague
Event location
Sierra Nevada
Event date
Dec 16, 2011
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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