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Abstract

Decentralization of Fully Probabilistic Control Design using Variational Bayes Approximation

Tichý Ondřej, Šmídl Václav

: Abstracts of Contributions to 7th International Workshop on Data - Algorithms - Decision Making, p. 37-37 , Eds: Janžura M., Ivánek J.

: 7th International Workshop on Data – Algorithms – Decision Making, (Mariánská, CZ, 27.11.2011-29.11.2011)

: CEZ:AV0Z10750506

: TA01030603, GA TA ČR

: fully probabilistic control design, variational bayes approximation, distributed control design

: http://library.utia.cas.cz/separaty/2011/AS/tichy-decentralization of fully probabilistic control design using variational bayes approximation.pdf

(eng): We are concerned with design of decentralization control strategy for stochastic systems with global performance measure. Such a strategy is required e.g. for creation of a distributed control systems for traffic light signalization. The technique of Fully Probabilistic Control Design (FPD) is capable of solving the task for centralized control strategy via Kullback-Leibler divergence (KLD) minimization. In this contribution, we propose a way for decentralization of FPD using the Variational Bayes (VB) approximation. This approximation is a well known technique of Bayesian estimation and it is based on approximation of the true posterior density by a product of conditionally independent densities, VB-marginals. The fundamental principle is again minimization of the KLD between a product of conditionally independent densities and the true posterior. Typically, the solution is found in the form of a set of implicit equations.

: BC

07.01.2019 - 08:39