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Journal Article

Axiomatisation of Fully Probabilistic Design Revisited

Kárný Miroslav

: Systems and Control Letters vol.141, 104719

: LTC18075, GA MŠk, CA16228, The European Cooperation in Science and Technology (COST)

: Closed-loop control, Control theory, Stochastic control, Stochastic modelling, Performance indices

: 10.1016/j.sysconle.2020.104719

: http://library.utia.cas.cz/separaty/2020/AS/karny-0525231.pdf

: https://www.sciencedirect.com/science/article/pii/S0167691120301006

(eng): Fully probabilistic design (FPD) of control strategies models both the closed control loop and control objectives by joint probabilities of involved variables. It selects the optimal strategy as the minimiser of Kullback–Leibler (KL) divergence of the closed-loop model to its ideal counterpart expressing the control objectives. Since its proposal (Kárný, 1996) and general algorithmisation (Kárný and Guy, 2006), FPD has been axiomatised (Kárný and Kroupa, 2012) and successfully applied both theoretically (Kárný and Guy, 2012) and practically (Quinn et al., 2003. Kárný et al., 2006)[1]. This paper refines the FPD axiomatisation and bridges FPD to standard stochastic control theory, which it encompasses, in a better way. This enhances applicability of both as well as of its popular, independently proposed, special case known as KL control (Guan et al., 2014).

: BC

: 10201

07.01.2019 - 08:39