Lazy Fully Probabilistic Design of Decision Strategies

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F14%3A00434674" target="_blank" >RIV/67985556:_____/14:00434674 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1007/978-3-319-12436-0_16" target="_blank" >http://dx.doi.org/10.1007/978-3-319-12436-0_16</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/978-3-319-12436-0_16" target="_blank" >10.1007/978-3-319-12436-0_16</a>

Result language
angličtina
Original language name
Lazy Fully Probabilistic Design of Decision Strategies
Original language description
Fully probabilistic design of decision strategies (FPD) extends Bayesian dynamic decision making. The FPD species the decision aim via so-called ideal - a probability density, which assigns high probability values to the desirable behaviours and low values to undesirable ones. The optimal decision strategy minimises the Kullback-Leibler divergence of the probability density describing the closed-loop behaviour to this ideal. In spite of the availability of explicit minimisers in the corresponding dynamic programming, it suers from the curse of dimensionality connected with complexity of the value function. Recently proposed a lazy FPD tailors lazy learning, which builds a local model around the current behaviour, to estimation of the closed-loop modelwith the optimal strategy. This paper adds a theoretical support to the lazy FPD and outlines its further improvement.
Czech name
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Czech description
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Project
<a href="/en/project/GA13-13502S" target="_blank" >GA13-13502S: Fully Probabilistic Design of Dynamic Decision Strategies for Imperfect Participants in Market Scenarios</a><br>
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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