Název: Variational Bayes in Distributed Fully Probabilistic Decision Making
Autoři: Šmídl, Václav ; Tichý, Ondřej
Typ dokumentu: Příspěvky z konference
Konference/Akce: 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), Sierra Nevada (ES), 2011-12-16 / 2011-12-16
Rok: 2011
Jazyk: eng
Abstrakt: 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 strategy then 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 main theorem 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.
Klíčová slova: distributed control; Fully Probabilistic Design; Variational Bayes method
Číslo projektu: CEZ:AV0Z10750506 (CEP), 1M0572 (CEP), TA01030603 (CEP)
Poskytovatel projektu: GA MŠk, GA TA ČR
Zdrojový dokument: 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

Instituce: Ústav teorie informace a automatizace AV ČR (web)
Informace o dostupnosti dokumentu: Dokument je dostupný na externích webových stránkách.
Externí umístění souboru: http://library.utia.cas.cz/separaty/2011/AS/smidl-variational bayes in distributed fully probabilistic decision making.pdf
Původní záznam: http://hdl.handle.net/11104/0202698

Trvalý odkaz NUŠL: http://www.nusl.cz/ntk/nusl-79553


Záznam je zařazen do těchto sbírek:
Věda a výzkum > AV ČR > Ústav teorie informace a automatizace
Konferenční materiály > Příspěvky z konference