bibtype J - Journal Article
ARLID 0508962
utime 20241106135747.8
mtime 20190930235959.9
SCOPUS 85071921926
WOS 000494883700007
DOI 10.1016/j.ins.2019.08.082
title (primary) (eng) Fully Probabilistic Design Unifies and Supports Dynamic Decision Making Under Uncertainty
specification
page_count 15 s.
media_type P
serial
ARLID cav_un_epca*0256752
ISSN 0020-0255
title Information Sciences
volume_id 509
volume 1 (2020)
page_num 104-118
publisher
name Elsevier
keyword Dynamic decision making
keyword Uncertainty
keyword Cross entropy
keyword Performance indices
author (primary)
ARLID cav_un_auth*0101124
name1 Kárný
name2 Miroslav
institution UTIA-B
full_dept (cz) Adaptivní systémy
full_dept (eng) Department of Adaptive Systems
department (cz) AS
department (eng) AS
full_dept Department of Adaptive Systems
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
source
url http://library.utia.cas.cz/separaty/2019/AS/karny-0508962.pdf
source
url https://www.sciencedirect.com/science/article/pii/S0020025519308230
cas_special
project
project_id LTC18075
agency GA MŠk
country CZ
ARLID cav_un_auth*0372050
abstract (eng) 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.
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FORD1 10200
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reportyear 2021
mrcbC52 4 A sml 4as 20241106135747.8
inst_support RVO:67985556
permalink http://hdl.handle.net/11104/0299775
confidential S
contract
name Rights & Access
date 20190910
note Copyright agreement
mrcbC86 3+4 Article Computer Science Information Systems
mrcbC91 C
mrcbT16-e COMPUTERSCIENCEINFORMATIONSYSTEMS
mrcbT16-i 10.28310
mrcbT16-j 1.331
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arlyear 2020
mrcbTft \nSoubory v repozitáři: karny-0508962-Rights & Access.pdf
mrcbU14 85071921926 SCOPUS
mrcbU24 PUBMED
mrcbU34 000494883700007 WOS
mrcbU63 cav_un_epca*0256752 Information Sciences 0020-0255 1872-6291 Roč. 509 č. 1 2020 104 118 Elsevier