Axiomatisation of Fully Probabilistic Design Revisited

0525231 - ÚTIA 2021 RIV NL eng J - Článek v odborném periodiku
Kárný, Miroslav
Axiomatisation of Fully Probabilistic Design Revisited.
Systems and Control Letters. Roč. 141, č. 1 (2020), č. článku 104719. ISSN 0167-6911. E-ISSN 1872-7956
Grant CEP: GA MŠMT(CZ) LTC18075
Grant ostatní: The European Cooperation in Science and Technology (COST)(XE) CA16228
Institucionální podpora: RVO:67985556
Klíčová slova: Closed-loop control * Control theory * Stochastic control * Stochastic modelling * Performance indices
Obor OECD: Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
Impakt faktor: 2.804, rok: 2020
Způsob publikování: Omezený přístup
http://library.utia.cas.cz/separaty/2020/AS/karny-0525231.pdf https://www.sciencedirect.com/science/article/pii/S0167691120301006

Fully probabilistic design (FPD) of control strategies models both the closed control loop and control objectives by joint probabilities of involved variables. It selects the optimal strategy as the minimiser of Kullback–Leibler (KL) divergence of the closed-loop model to its ideal counterpart expressing the control objectives. Since its proposal (Kárný, 1996) and general algorithmisation (Kárný and Guy, 2006), FPD has been axiomatised (Kárný and Kroupa, 2012) and successfully applied both theoretically (Kárný and Guy, 2012) and practically (Quinn et al., 2003. Kárný et al., 2006)[1]. This paper refines the FPD axiomatisation and bridges FPD to standard stochastic control theory, which it encompasses, in a better way. This enhances applicability of both as well as of its popular, independently proposed, special case known as KL control (Guan et al., 2014).
Trvalý link: http://hdl.handle.net/11104/0309413