About: Lazy Fully Probabilistic Design of Decision Strategies

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	Fully probabilistic design of decision strategies (FPD) extends Bayesian dynamic decision making. The FPD species the decision aim via so-called ideal - a probability density, which assigns high probability values to the desirable behaviours and low values to undesirable ones. The optimal decision strategy minimises the Kullback-Leibler divergence of the probability density describing the closed-loop behaviour to this ideal. In spite of the availability of explicit minimisers in the corresponding dynamic programming, it suers from the curse of dimensionality connected with complexity of the value function. Recently proposed a lazy FPD tailors lazy learning, which builds a local model around the current behaviour, to estimation of the closed-loop model with the optimal strategy. This paper adds a theoretical support to the lazy FPD and outlines its further improvement. Fully probabilistic design of decision strategies (FPD) extends Bayesian dynamic decision making. The FPD species the decision aim via so-called ideal - a probability density, which assigns high probability values to the desirable behaviours and low values to undesirable ones. The optimal decision strategy minimises the Kullback-Leibler divergence of the probability density describing the closed-loop behaviour to this ideal. In spite of the availability of explicit minimisers in the corresponding dynamic programming, it suers from the curse of dimensionality connected with complexity of the value function. Recently proposed a lazy FPD tailors lazy learning, which builds a local model around the current behaviour, to estimation of the closed-loop model with the optimal strategy. This paper adds a theoretical support to the lazy FPD and outlines its further improvement. (en)
Title	Lazy Fully Probabilistic Design of Decision Strategies Lazy Fully Probabilistic Design of Decision Strategies (en)
skos:prefLabel	Lazy Fully Probabilistic Design of Decision Strategies Lazy Fully Probabilistic Design of Decision Strategies (en)
skos:notation	RIV/67985556:_____/14:00434674!RIV15-GA0-67985556
http://linked.open...avai/riv/aktivita	I P
http://linked.open...avai/riv/aktivity	I, P(GA13-13502S)
http://linked.open...vai/riv/dodaniDat	2015
http://linked.open...aciTvurceVysledku	Guy, Tatiana Valentine Kárný, Miroslav Macek, Karel
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Ústav teorie informace a automatizace AV ČR, v. v. i.
http://linked.open...dnocenehoVysledku	25790
http://linked.open...ai/riv/idVysledku	RIV/67985556:_____/14:00434674
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	decision making; lazy learning; Bayesian learning; local model (en)
http://linked.open.../riv/klicoveSlovo	local model decision making Bayesian learning lazy learning
http://linked.open...ontrolniKodProRIV	[5F31673EA014]
http://linked.open...v/mistoKonaniAkce	Hong Kong and Macao
http://linked.open...i/riv/mistoVydani	Cham
http://linked.open...i/riv/nazevZdroje	Advances in Neural Networks – ISNN 2014
http://linked.open...in/vavai/riv/obor	BB
http://linked.open...ichTvurcuVysledku	3 (xsd:int)
http://linked.open...cetTvurcuVysledku	3 (xsd:int)
http://linked.open...vavai/riv/projekt	Fully Probabilistic Design of Dynamic Decision Strategies for Imperfect Participants in Market Scenarios
http://linked.open...UplatneniVysledku	2014
http://linked.open...iv/tvurceVysledku	Guy, Tatiana Valentine Kárný, Miroslav Macek, Karel
http://linked.open...vavai/riv/typAkce	WRD - Světová
http://linked.open.../riv/zahajeniAkce	2014-11-28 (xsd:date)
number of pages	10 (xsd:int)
http://bibframe.org/vocab/doi	10.1007/978-3-319-12436-0_16
http://purl.org/ne...btex#hasPublisher	Springer-Verlag
https://schema.org/isbn	978-3-319-12435-3

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