Fully probabilistic design of strategies with estimator
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F22%3A00556428" target="_blank" >RIV/67985556:_____/22:00556428 - isvavai.cz</a>
Result on the web
<a href="https://www.sciencedirect.com/science/article/pii/S0005109822001145?via%3Dihub" target="_blank" >https://www.sciencedirect.com/science/article/pii/S0005109822001145?via%3Dihub</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.automatica.2022.110269" target="_blank" >10.1016/j.automatica.2022.110269</a>
Alternative languages
Result language
angličtina
Original language name
Fully probabilistic design of strategies with estimator
Original language description
The axiomatic fully probabilistic design (FDP) of decision strategies strictly extends Bayesian decision making (DM) theory. FPD also models the closed decision loop by a joint probability density (pd) of all inspected random variables, referred as behaviour. FPD expresses DM aims via an ideal pd of behaviours, unlike the usual DM. Its optimal strategy minimises Kullback–Leibler divergence (KLD) of the joint, strategy-dependent, pd of behaviours to its ideal twin. A range of FPD results confirmed its theoretical and practical strength. Curiously, no guide exists how to select a specific ideal pd for an estimator design. The paper offers it. It advocates the use of the closed-loop state notion and generalises dynamic programming so that FPD is its special case. Primarily, it provides an explorative optimised feedback that ‘‘naturally’’ diminishes exploration (gained in learning) as the learning progresses.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
20204 - Robotics and automatic control
Result continuities
Project
<a href="/en/project/LTC18075" target="_blank" >LTC18075: Distributed rational decision making: cooperation aspects</a><br>
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2022
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Automatica
ISSN
0005-1098
e-ISSN
1873-2836
Volume of the periodical
141
Issue of the periodical within the volume
1
Country of publishing house
NL - THE KINGDOM OF THE NETHERLANDS
Number of pages
6
Pages from-to
110269
UT code for WoS article
000797650300001
EID of the result in the Scopus database
2-s2.0-85127517743