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Estimation, learning, pattern recognition, diagnostics, fault detection and adaptive control are prominent examples of dynamic decision making under uncertainty. Under rather general conditions, they can be cast into a common theoretical framework labelled as Bayesian decision making. Richness of the practically developed variants stems from: (i)… (More)
The paper shares experience gained in application of dynamic Bayesian approach to control problems in the field of metal rolling. The contribution introduces basic notions of theory applied and provides the algorithmic as well as application-oriented solutions developed. Specifically, the consistent use of the approach resulted in an advanced decision… (More)
Multiple-participant (MP) dynamic decision making (DDM) is encountered both in societal and technical systems. Unlike in single-participant (SP) DDM, no commonly accepted normative theory exists. The paper contributes to numerous attempts to overcome this state by classifying possible MP scenarios and connecting them with the normative SP DDM. This… (More)
SUMMARY Any cooperation in multiple-participant decision making (DM) relies on an exchange of individual knowledge pieces and aims. A general methodology of their rational exploitation without calling for an objective mediator is still missing. Desired methodology is proposed for an important particular case, when a participant, performing Bayesian… (More)
Paper formulates the problem of multiobjective probabilistic mixture control design and proposes its general solution with both system model and target represented by finite probabilistic mixtures. A complete feasible algorithmic solution for mixtures with components formed by normal auto-regression models with external variable is provided.
— Any systematic decision-making design selects a decision strategy that makes the resulting closed-loop behaviour close to the desired one. Fully Probabilistic Design (FPD) describes modelled and desired closed-loop behaviours via their distributions. The designed strategy is a minimiser of Kullback-Leibler divergence of these distributions. FPD: i)… (More)
Interactions of large societal groups exhibit predominantly a flat structure. It means that each member of the group has its aims, restricted perceiving, modelling, acting and evaluating abilities and interacts with a relatively small number of " neighbors ". This is the fully scalable cooperation model worth of imitating. The paper introduces a formal… (More)