Počet záznamů: 1  

Axiomatisation of fully probabilistic design

  1. 1. 0367271 - UTIA-B 2012 RIV US eng J - Článek v odborném periodiku
    Kárný, Miroslav - Kroupa, Tomáš
    Axiomatisation of fully probabilistic design.
    Information Sciences. Roč. 186, č. 1 (2012), s. 105-113. ISSN 0020-0255
    Grant CEP: GA MŠk(CZ) 2C06001; GA ČR GA102/08/0567
    Výzkumný záměr: CEZ:AV0Z10750506
    Klíčová slova: Bayesian decision making * Fully probabilistic design * Kullback–Leibler divergence * Unified decision making
    Kód oboru RIV: BB - Aplikovaná statistika, operační výzkum
    Impakt faktor: 3.643, rok: 2012

    This text provides background of fully probabilistic design (FPD) of decision-making strategies and shows that it is a proper extension of the standard Bayesian decision making. FPD essentially minimises Kullback–Leibler divergence of closed-loop model on its ideal counterpart. The inspection of the background is important as the current motivation for FPD is mostly heuristic one, while the technical development of FPD confirms its far reaching possibilities. FPD unifies and simplifies subtasks and elements of decision making under uncertainty. For instance, (i) both system model and decision preferences are expressed in common probabilistic language; (ii) optimisation is simplified due to existence of explicit minimiser in stochastic dynamic programming; (iii) DM methodology for single and multiple aims is unified.
    Trvalý link: http://hdl.handle.net/11104/0202012