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Original title:
Variational Bayes in Distributed Fully Probabilistic Decision Making
Authors: Šmídl, Václav ; Tichý, Ondřej
Document type: Papers
Conference/Event: 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
Year: 2011
Language: eng
Abstract: 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.
Keywords: distributed control; Fully Probabilistic Design; Variational Bayes method
Project no.: CEZ:AV0Z10750506 (CEP), 1M0572 (CEP), TA01030603 (CEP)
Funding provider: GA MŠk, GA TA ČR
Host item entry: 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
Institution: Institute of Information Theory and Automation AS ČR (web)
Document availability information: Fulltext is available at external website.
External URL: http://library.utia.cas.cz/separaty/2011/AS/smidl-variational bayes in distributed fully probabilistic decision making.pdf
Original record: http://hdl.handle.net/11104/0202698
Permalink: http://www.nusl.cz/ntk/nusl-79553
The record appears in these collections:
Research > Institutes ASCR > Institute of Information Theory and Automation
Conference materials > Papers
Authors: Šmídl, Václav ; Tichý, Ondřej
Document type: Papers
Conference/Event: 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
Year: 2011
Language: eng
Abstract: 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.
Keywords: distributed control; Fully Probabilistic Design; Variational Bayes method
Project no.: CEZ:AV0Z10750506 (CEP), 1M0572 (CEP), TA01030603 (CEP)
Funding provider: GA MŠk, GA TA ČR
Host item entry: 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
Institution: Institute of Information Theory and Automation AS ČR (web)
Document availability information: Fulltext is available at external website.
External URL: http://library.utia.cas.cz/separaty/2011/AS/smidl-variational bayes in distributed fully probabilistic decision making.pdf
Original record: http://hdl.handle.net/11104/0202698
Permalink: http://www.nusl.cz/ntk/nusl-79553
The record appears in these collections:
Research > Institutes ASCR > Institute of Information Theory and Automation
Conference materials > Papers
Record created 2011-12-09, last modified 2024-01-26