Fully Probabilistic Design Unifies and Supports Dynamic Decision Making Under Uncertainty

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F20%3A00508962" target="_blank" >RIV/67985556:_____/20:00508962 - isvavai.cz</a>

Výsledek na webu

<a href="https://www.sciencedirect.com/science/article/pii/S0020025519308230" target="_blank" >https://www.sciencedirect.com/science/article/pii/S0020025519308230</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1016/j.ins.2019.08.082" target="_blank" >10.1016/j.ins.2019.08.082</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Fully Probabilistic Design Unifies and Supports Dynamic Decision Making Under Uncertainty

Popis výsledku v původním jazyce

The fully probabilistic design (FPD) of decision strategies models the closed decision loop as well as decision aims and constraints by joint probabilities of involved variables. FPD takes the minimiser of cross entropy (CE) of the closed-loop model to its ideal counterpart, expressing the decision aims and constraints, as the optimal strategy. FPD: (a) got an axiomatic basis. (b) extended the decision making (DM) optimising a subjective expected utility (SEU). (c) was nontrivially applied. (d) advocated CE as a proper similarity measure for an approximation of a given probability distribution. (d) generalised the minimum CE principle for a choice of the distribution, which respects its incomplete specification. (e) has opened a way to the cooperation based on sharing of probability distributions. When trying to survey the listed results, scattered in a range of publications, we have found that the results under (b), (d) and (e) can be refined and non-trivially generalised. This determines the paper aims: to provide a complete concise description of FPD with its use and open problems outlined.

Název v anglickém jazyce

Fully Probabilistic Design Unifies and Supports Dynamic Decision Making Under Uncertainty

Popis výsledku anglicky

The fully probabilistic design (FPD) of decision strategies models the closed decision loop as well as decision aims and constraints by joint probabilities of involved variables. FPD takes the minimiser of cross entropy (CE) of the closed-loop model to its ideal counterpart, expressing the decision aims and constraints, as the optimal strategy. FPD: (a) got an axiomatic basis. (b) extended the decision making (DM) optimising a subjective expected utility (SEU). (c) was nontrivially applied. (d) advocated CE as a proper similarity measure for an approximation of a given probability distribution. (d) generalised the minimum CE principle for a choice of the distribution, which respects its incomplete specification. (e) has opened a way to the cooperation based on sharing of probability distributions. When trying to survey the listed results, scattered in a range of publications, we have found that the results under (b), (d) and (e) can be refined and non-trivially generalised. This determines the paper aims: to provide a complete concise description of FPD with its use and open problems outlined.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)

Projekt

<a href="/cs/project/LTC18075" target="_blank" >LTC18075: Distribuované racionální rozhodování: kooperační aspekty</a><br>

Návaznosti

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2020

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Information Sciences

ISSN

0020-0255

e-ISSN

—

Svazek periodika

509

Číslo periodika v rámci svazku

1

Stát vydavatele periodika

US - Spojené státy americké

Počet stran výsledku

15

Strana od-do

104-118

Kód UT WoS článku

000494883700007

EID výsledku v databázi Scopus

2-s2.0-85071921926