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PhD. Topic: Approximation of fully-probabilistic version of dynamic programming as a basis of universal learning, decision-making and control systems (Kárný)

Type of Work
dissertation
Affiliation/Phone
ÚTIA AV ČR, v.v.i., AS department, 266052274
Supervisor
Kárný
Keywords
Adaptive systems, Bayesian learning and decision making, fully probabilistic design of decision strategies, approximation of mulrivariate implicit functions

Fully probabilstic design of dynamic decision startegies is a well-developed theoretical basis of learning decision systems, which are potentially widely applicable in technology, natural and societal systems. The applicability is strongly constrained by complexity of the associated optimisation, a special version of dynamic programming. In the considered case, it is necessary to approximate a scalar function of many variables, which is implictily described as a  solution of of non-linear integral-difference equation.

Bibliography
  1. M. Kárný, T.V.Guy, Fully probabilistic control design, Systems & Control Letters, 55:4, 259-265, 2006
  2. M. Kárný et al, Optimized Bayesian Dynamic Advising: Theory and Algorithms, Springer, London
  3. J. Si et al, Handbook of Learning and Approximate Dynamic Programming, Wiley-IEEE Press, Danvers, 2004, ISBN 0-471-66054-X
Note
It can be solved at FJFI or FEL CVUT Prague, ZUC Plzen or elsewhere after agreement.
Submitted by vkralova on

Matematická statistika

Nestranné odhady, informační matice, odhady metodou momentů, princip maximální věrohodnosti, eficience, statistická hypotéza, stejnoměrně nejsilnější test, test poměrem věrohodností, neparametrické modely, empirická distribuční funkce, histogram, jádrový odhad hustoty, testy dobré shody, konfidenční množiny, intervaly spolehlivosti.

Submitted by smolkova on
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