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Preference Elicitation in Fully Probabilistic Design of Decision Strategies

SYSNO ASEP	0353209
Document Type	C - Proceedings Paper (int. conf.)
R&D Document Type	Conference Paper
Title	Preference Elicitation in Fully Probabilistic Design of Decision Strategies
Author(s)	Kárný, Miroslav (UTIA-B)_{RID, ORCID} Guy, Tatiana Valentine (UTIA-B)_{RID, ORCID}
Source Title	Proceedings of the 49th IEEE Conference on Decision and Control. - Atlanta : IEEE, 2010 - ISSN 0743-1546 - ISBN 978-1-4244-7745-6
Pages	s. 5327-5332
Number of pages	6 s.
Action	49th IEEE Conference on Decision and Control
Event date	14.12.2010-18.12.2010
VEvent location	Atlanta
Country	US - United States
Event type	WRD
Language	eng - English
Country	US - United States
Keywords	knowledge elicitation ; Bayesian decision making ; fullz probabilistic design
Subject RIV	BB - Applied Statistics, Operational Research
R&D Projects	GA102/08/0567 GA ČR - Czech Science Foundation (CSF)
CEZ	AV0Z10750506 - UTIA-B (2005-2011)
UT WOS	000295049106014
DOI	10.1109/CDC.2010.5717087
Annotation	Any systematic decision-making design selects a decision strategy that makes the resulting closed-loop behaviour close to the desired one. Fully Probabilistic Design (FPD) describes modelled and desired closed-loop behaviours via their distributions. The designed strategy is a minimiser of Kullback-Leibler divergence of these distributions. FPD: i) unifies modelling and aim-expressing languages; ii) directly describes multiple aims and constraints; iii) simplifies an (inevitable) approximate design as it has an explicit minimiser. The paper enriches the theory of FPD, in particular, it: i) improves its axiomatic basis; ii) quantitatively relates FPD to standard Bayesian decision making showing that the set of FPD tasks is a dense extension of Bayesian problem formulations; iii) opens a way to a systematic data-based preference elicitation, i.e., quantitative expression of decision-making aims.
Workplace	Institute of Information Theory and Automation
Contact	Markéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201.
Year of Publishing	2011

Number of the records: 1