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Multiobjective probabilistic mixture control

Authors:Guy Tatiana Valentine, Institute Information Theory and Automation, Czech Republic
Bohm Josef, Institute Information Theory and Automation, Czech Republic
Karny Miroslav, Institute Information Theory and Automation, Czech Republic
Topic:1.2 Adaptive and Learning Systems
Session:Switching and Multiple Model Approaches to Adaptation
Keywords: Multiobjective control, probabilistic models, decision making

Abstract

Paper formulates the problem of multiobjective probabilisticmixture control design and proposes its general solution with bothsystem model and target represented by finite probabilisticmixtures. A complete feasible algorithmic solution for mixtureswith components formed by normal auto-regression models withexternal variable is provided .