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Bibliografie

Conference Paper (international conference)

Variational Bayes in Distributed Fully Probabilistic Decision Making

Šmídl Václav, Tichý Ondřej

: 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), p. 73-80

: 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, 16.12.2011-16.12.2011)

: CEZ:AV0Z10750506

: 1M0572, GA MŠk, TA01030603, GA TA ČR

: Fully Probabilistic Design, Variational Bayes method, distributed control

: http://library.utia.cas.cz/separaty/2011/AS/smidl-variational bayes in distributed fully probabilistic decision making.pdf

(eng): 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.

: BB