Fully Probabilistic Design Unifies and Supports Dynamic Decision Making Under Uncertainty

0508962 20250310141226.220190930235959.9 85071921926 000494883700007 10.1016/j.ins.2019.08.082 Fully Probabilistic Design Unifies and Supports Dynamic Decision Making Under Uncertainty 15 s. P cav_un_epca*02567520020-0255Information Sciences5091 (2020)104-118Elsevier Dynamic decision making Uncertainty Cross entropy Performance indices cav_un_auth*0101124 Kárný Miroslav UTIA-B Adaptivní systémy Department of Adaptive Systems AS AS Department of Adaptive Systems Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2019/AS/karny-0508962.pdf https://www.sciencedirect.com/science/article/pii/S0020025519308230 LTC18075 GA MŠk CZ cav_un_auth*0372050 The fully probabilistic design (FPD) of decision strategies models the closed decision loop as well as decision aims and constraints by joint probabilities of involved variables. FPD takes the minimiser of cross entropy (CE) of the closed-loop model to its ideal counterpart, expressing the decision aims and constraints, as the optimal strategy. FPD: (a) got an axiomatic basis. (b) extended the decision making (DM) optimising a subjective expected utility (SEU). (c) was nontrivially applied. (d) advocated CE as a proper similarity measure for an approximation of a given probability distribution. (d) generalised the minimum CE principle for a choice of the distribution, which respects its incomplete specification. (e) has opened a way to the cooperation based on sharing of probability distributions. When trying to survey the listed results, scattered in a range of publications, we have found that the results under (b), (d) and (e) can be refined and non-trivially generalised. This determines the paper aims: to provide a complete concise description of FPD with its use and open problems outlined. WOS BC 10000 10200 10201 2021 4 A sml 4as 2rh 20241106135747.8 2 R hod 20250310141204.9 20250310141226.2 RVO:67985556 http://hdl.handle.net/11104/0299775 S Rights & Access 20190910 Copyright agreement 3+4 Article Computer Science Information Systems C COMPUTERSCIENCE.INFORMATIONSYSTEMS 6.524 2.857 4.9 0.04905 1.331 44038 243 1.524 43.16 7.51 16801 Q1 6.026 919 Q1 91.608 89.1 Q1* Q1 2.18 Q1 89.13 2020 Soubory v repozitáři: karny-508962.pdf, karny-0508962-Rights & Access.pdf 85071921926 SCOPUS PUBMED 000494883700007 WOS cav_un_epca*0256752 Information Sciences 0020-0255 1872-6291 Roč. 509 č. 1 2020 104 118 Elsevier