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概率设计:承诺和前景

Probabilistic Design: Promises and Prospects
课程网址: http://videolectures.net/nipsworkshops09_karny_pdpp/  
主讲教师: Miroslav Kárný
开课单位: 捷克科学院
开课时间: 2010-01-19
课程语种: 英语
中文简介:
完全概率设计(FPD)建议对闭环控制环行为以及期望的闭环行为进行概率描述。选择最优控制策略作为这些分布的Kullback-Leibler散度的最小化。该方法产生:(i)显式最小化,其评估简化为概念上可行的积分方程解; (ii)随机最优策略; (iii)通过标准贝叶斯设计形成的适当的FPD子集; (iv)不确定的知识,多个控制目标和优化约束用公共概率语言表达。它意味着:(i)更容易逼近动态编程对应物; (ii)最佳策略自然是探索性的; (iii)表达目标的理想分布甚至可以递归地适应观察到的闭环行为; (iv)在分散任务的扁平合作结构内自动协调知识和目标的机会。最后一点的重要性已经被大量的社会/工业问题所证实,这些问题无法以集中的方式进行管理。基于FPD的预期分散解决方案可能涉及许多具有本地目标的相互作用的本地独立元素,但必须协作以实现共同的群体目标(例如,合作机器人,多代理系统等);或一组具有自己目标的独立元素,需要协调其活动(例如运输)。讲座将回顾FPD的基本属性,并讨论利用FPD潜力的承诺。
课程简介: The Fully Probabilistic Design (FPD) suggests a probabilistic description of the closed control loop behaviour as well as desired closed-loop behaviour. The optimal control strategy is selected as the minimiser of the Kullback-Leibler divergence of these distributions. The approach yields: (i) an explicit minimiser with the evaluation reduced to a conceptually feasible solution of integral equations; (ii) a randomised optimal strategy; (iii) a proper subset of FPDs formed via standard Bayesian designs; (iv) uncertain knowledge, multiple control goals, and optimisation constrains be expressed in the common probabilistic language. It implies: (i) an easier approximation of the dynamic programming counterpart; (ii) the optimal strategy is naturally explorative; (iii) the goals-expressing ideal distribution can be, even recursively, tailored to the observed closed-loop behavior; (iv) an opportunity to automatically harmonise knowledge and goals within a flat cooperation structure of decentralised task. An importance of the last point has been confirmed by a huge amount of societal/industrial problems that cannot be governed in a centralised way. The anticipated decentralised solution based on the FPD may concern either a number of interacting, locally independent elements, which have their local goals, but have to collaborate to reach a common group goal (e.g. cooperative robots, multi-agent systems, etc.); or a set of independent elements with own goals that need to coordinate their activities (e.g. transportation). The talk will recall the basic properties of FPD and discusses the promises of an exploitation of the FPD potential.
关 键 词: 全概率设计; FPD; 最优控制策略
课程来源: 视频讲座网
最后编审: 2020-06-01:吴雨秋(课程编辑志愿者)
阅读次数: 61