National Repository of Grey Literature 2 records found  Search took 0.00 seconds. 
Variational Bayes in Distributed Fully Probabilistic Decision Making
Šmídl, Václav ; Tichý, Ondřej
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.
O strukturách prediktorů umožňujících distribuované dynamické Bayesovské rozhodování
Šmídl, Václav
Decentralized adaptive control is based on the use of many local controllers in parallel, each of them estimating its own local model and pursuing its local aims. If each controller designs its strategy using only its own model, the resulting control may be poor since consequences of actions of the neighbors are not taken into account. We seek a way how to improve algorithm of decision strategy design of a single local controller without significant increase in complexity of the local model or complexity of the design procedure. In this paper we study variants of distributed dynamic programming that could be evaluated locally. Specifically, we will investigate variants of the fully probabilistic control strategy design. Distributed and cen- tralized control strategies will be compared.

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