Bibliography
Conference Paper (international conference)
On Approximate Fully Probabilistic Design of Decision-Making Units
: Preprints of the 3rd International Workshop on Scalable Decision Making held in conjunction with ECML/PKDD 2013 , Eds: Guy Tatiana V., Kárný Miroslav
: The 3rd International Workshop on Scalable Decision Making: Uncertainty, Imperfection, Deliberation held in conjunction with ECML/PKDD 2013, (Prague, CZ, 23.09.2013-23.09.2013)
: GA13-13502S, GA ČR
: decision making, Bayesian learning, minimum cross-entropy principle, fully probabilistic design of DM strategies, linear-quadratic DM
(eng): An efficient support of a single decision maker is vital in constructing scalable systems addressing complex decision-making (DM) tasks. Fully probabilistic design (FPD) of DM strategies, an extension of dynamic Bayesian DM, provides a firm basis for such a support. The limited cognitive and evaluation resources of the supported decision maker cause that theoretically optimal solutions are realised only approximately. Thus, the truly efficient support has to include reliable means for constructing approximate solutions of DM subtasks. The current paper deals with the design of the approximately optimal DM strategy for a known environment model and adequately described DM preferences. The design relies on: a) the explicit minimiser found within FPD; b) randomised nature of the strategy provided by FPD.
: BB