0368318 20240103195940.620111208235959.9 8 s. cav_un_epca*0368293978-80-903834-6-373-80PragueInstitute of Information Theory and Automation2011 Fully Probabilistic Design Variational Bayes method distributed control cav_un_auth*0101207 Šmídl Václav Adaptivní systémy Department of Adaptive Systems AS AS UTIA-B Department of Adaptive Systems Ústav teorie informace a automatizace AV ČR, v. v. i. cav_un_auth*0267768 Tichý Ondřej Adaptivní systémy Department of Adaptive Systems AS AS UTIA-B Department of Adaptive Systems Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2011/AS/smidl-variational bayes in distributed fully probabilistic decision making.pdf 1M0572 GA MŠk cav_un_auth*0001814 TA01030603 GA TA ČR cav_un_auth*0272526 CEZ:AV0Z10750506 We are concerned with design of decentralized control strategy for stochastic systems with global performance measure. It is possible to design optimal centralized control strategy, which often cannot be used in distributed way. The distributed strategy then has to be suboptimal (imperfect) in some sense. In this paper, we propose to optimize the centralized control strategy under the restriction of conditional independence of control inputs of distinct decision makers. Under this optimization, the main theorem for the Fully Probabilistic Design is closely related to that of the well known Variational Bayes estimation method. The resulting algorithm then requires communication between individual decision makers in the form of functions expressing moments of conditional probability densities. This contrasts to the classical Variational Bayes method where the moments are typically numerical. cav_un_auth*0276749 The 2nd International Workshop od Decision Making with Multiple Imperfect Decision Makers. Held in Conjunction with the 25th Annual Conference on Neural Information Processing Systems (NIPS 2011) Sierra Nevada 16.12.2011-16.12.2011 ES 2012 BB 2 http://hdl.handle.net/11104/0202698 2011 cav_un_epca*0368293 The 2nd International Workshop od Decision Making with Multiple Imperfect Decision Makers. Held in Conjunction with the 25th Annual Conference on Neural Information Processing Systems (NIPS 2011) 978-80-903834-6-3 73 80 The 2nd International Workshop od Decision Making with Multiple Imperfect Decision Makers. Held in Conjunction with the 25th Annual Conference on Neural Information Processing Systems (NIPS 2011) Prague Institute of Information Theory and Automation 2011