0092540 20240103185027.720071219235959.9 1 s. cav_un_epca*00925398-8PrahaÚTIA2007JanžuraMartinIvánekJiří multiple participant decision making fully probabilistic design cav_un_auth*0101124 Kárný Miroslav UTIA-B Department of Adaptive Systems Ústav teorie informace a automatizace AV ČR, v. v. i. 1M0572 GA MŠk CZ cav_un_auth*0001814 1ET100750401 GA AV ČR CZ cav_un_auth*0001792 CEZ:AV0Z10750506 There is a wide range of axiomatic formulations of decision making (DM) under uncertainty and incomplete knowledge, e.g. [7]. It seems, however, that none of them fits satisfactorily to closed decision loops in which the selected actions influence distributions describing them, cf. [1], part three. This contribution is an engineering attempt to fill the gap. The adjective “engineering” means that the overall picture is preferred over subtleties like measurability of various mappings. The contribution serves primarily as a formalized justification of the fully probabilistic design (FPD) of decision-making strategies, [4, 2, 5]. The FPD generates optimal non-anticipative strategy as minimizer of the Kullback-Leibler divergence [6] of the probability density function (pdf), describing behavior of the closed decision loop, on an ideal pdf, describing desired behavior of the closed decision loop. Existuje mnoho axiomatických formulací rozhodování za neurčitosti. Žádná z nich však plně nevyhovuje popisu rozhodování v uzavřené smyčce. Tento příspěvek je pokusem zaplnit tuto mezeru. Formalizuje tzv. plně pravděpodobnostní návrh rozhodovacích strategií a zkoumá souvislosti se standardním bayesovským rozhodováním. cav_un_auth*0234559 3rd International Workshop on Data - Algorithms - Decision Making Liblice 9.12.2007-11.12.2007 CZ 2008 BB http://hdl.handle.net/11104/0152830 2007 cav_un_epca*0092539 3rd International Workshop on Data - Algorithms - Decision Making 8 8 3rd International Workshop on Data - Algorithms - Decision Making Praha ÚTIA 2007 Janžura Martin 340 Ivánek Jiří 340